-13.8%
GLD vs CVX
+13.3%
-27.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -1.3% |
| 7D | -0.5% | +3.3% | -3.9% | +0.7% |
| 30D | +4.4% | +12.9% | -8.5% | +9.2% |
| 3M | -1.1% | +11.7% | -12.8% | +2.3% |
| 6M | -13.8% | +14.1% | -27.9% | -8.3% |
| All | -13.8% | +13.3% | -27.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CVX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling