+627.7%
GEV vs VLO
+147.4%
+480.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | +3.2% | +6.2% | -3.1% | +2.5% |
| 30D | -4.0% | +23.5% | -27.5% | -6.1% |
| 3M | +3.4% | +53.9% | -50.4% | -1.0% |
| 6M | +14.7% | +81.7% | -67.0% | +6.3% |
| YTD | +45.8% | +142.5% | -96.7% | +26.7% |
| 1Y | +57.4% | +145.4% | -88.1% | +36.0% |
| All | +627.7% | +147.4% | +480.3% | +487.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling