+37.4%
GILD vs VLO
+143.4%
-106.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +3.7% | +5.2% | -1.6% | +3.9% |
| 30D | +14.6% | +22.6% | -8.0% | +16.0% |
| 3M | +17.7% | +43.8% | -26.1% | +20.3% |
| 6M | +3.1% | +65.7% | -62.6% | +6.1% |
| YTD | +24.5% | +131.1% | -106.6% | +28.0% |
| 1Y | +37.4% | +143.6% | -106.2% | +43.4% |
| All | +37.4% | +143.4% | -106.0% | +43.4% |
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