+542.4%
GLW vs VLO
+791.1%
-248.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.0% | +6.3% | +8.4% |
| 7D | -5.9% | -6.5% | +0.6% | -3.9% |
| 30D | -26.0% | -17.8% | -8.2% | -21.9% |
| 3M | -29.9% | +19.6% | -49.5% | -33.7% |
| 6M | -37.8% | +49.3% | -87.0% | -44.9% |
| YTD | +33.1% | +122.4% | -89.3% | +2.6% |
| 1Y | +36.8% | +107.4% | -70.6% | +7.7% |
| 3Y | +356.1% | +223.1% | +133.0% | +200.8% |
| 5Y | +243.8% | +432.2% | -188.4% | +81.1% |
| 10Y | +542.4% | +743.6% | -201.3% | +168.0% |
| All | +542.4% | +791.1% | -248.7% | +168.0% |
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