+52.4%
GEV vs VLO
+120.8%
-68.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.8% | -3.5% | -9.4% |
| 7D | -5.1% | -6.0% | +0.8% | -5.2% |
| 30D | -15.8% | -12.9% | -3.0% | -16.0% |
| 3M | -18.2% | +18.3% | -36.5% | -15.7% |
| 6M | -22.4% | +46.4% | -68.8% | -16.6% |
| YTD | +27.7% | +127.7% | -100.0% | +38.3% |
| 1Y | +52.4% | +120.6% | -68.3% | +66.7% |
| All | +52.4% | +120.8% | -68.4% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling