+159.7%
GILD vs VLO
+946.8%
-787.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.9% |
| 7D | -4.8% | +5.3% | -10.1% | -5.3% |
| 30D | +5.8% | +18.2% | -12.5% | +4.1% |
| 3M | +14.9% | +53.3% | -38.4% | +10.2% |
| 6M | -0.4% | +70.4% | -70.8% | -5.7% |
| YTD | +18.5% | +143.4% | -124.8% | +7.8% |
| 1Y | +25.1% | +153.0% | -127.9% | +13.2% |
| 3Y | +105.9% | +195.0% | -89.1% | +81.0% |
| 5Y | +143.0% | +618.8% | -475.8% | +88.0% |
| All | +159.7% | +946.8% | -787.1% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling