+40.6%
GLW vs VLO
+120.8%
-80.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.8% | -0.1% | -6.0% |
| 7D | -9.5% | -6.0% | -3.5% | -9.6% |
| 30D | -25.5% | -12.9% | -12.6% | -25.7% |
| 3M | -25.6% | +18.3% | -43.9% | -23.5% |
| 6M | -25.5% | +46.4% | -71.9% | -21.1% |
| YTD | +36.4% | +127.7% | -91.4% | +39.5% |
| 1Y | +40.6% | +120.6% | -80.0% | +45.7% |
| All | +40.6% | +120.8% | -80.2% | +45.7% |
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