+816.6%
GLD vs CVX
+792.2%
+24.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -0.5% | +3.3% | -3.9% | -0.8% |
| 30D | +4.4% | +12.9% | -8.5% | +3.4% |
| 3M | -1.1% | +11.7% | -12.8% | -2.1% |
| 6M | -13.8% | +14.1% | -27.9% | -14.9% |
| YTD | +2.6% | +40.7% | -38.1% | -0.6% |
| 1Y | +24.5% | +37.5% | -13.0% | +20.8% |
| 3Y | +125.8% | +43.9% | +81.9% | +117.3% |
| 5Y | +137.8% | +161.5% | -23.7% | +115.9% |
| 10Y | +221.4% | +215.1% | +6.3% | +177.7% |
| All | +816.6% | +792.2% | +24.4% | +517.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling