+142.4%
GILD vs VLO
+608.8%
-466.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.8% |
| 7D | -4.8% | +5.3% | -10.1% | -5.0% |
| 30D | +5.8% | +18.2% | -12.5% | +5.0% |
| 3M | +14.9% | +53.3% | -38.4% | +12.9% |
| 6M | -0.4% | +70.4% | -70.8% | -2.8% |
| YTD | +18.5% | +143.4% | -124.8% | +13.1% |
| 1Y | +25.1% | +153.0% | -127.9% | +19.0% |
| 3Y | +105.9% | +195.0% | -89.1% | +91.8% |
| All | +142.4% | +608.8% | -466.4% | +123.2% |
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