+514.9%
GEV vs VLO
+141.6%
+373.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +3.7% | +9.6% | -5.9% | +2.4% |
| 30D | -14.7% | -17.4% | +2.7% | -12.9% |
| 3M | -23.4% | +10.8% | -34.2% | -24.3% |
| 6M | -24.3% | +56.9% | -81.3% | -28.0% |
| YTD | +23.2% | +136.8% | -113.6% | +7.2% |
| 1Y | +44.2% | +120.7% | -76.4% | +27.4% |
| All | +514.9% | +141.6% | +373.3% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling