+132.0%
GLW vs VLO
+149.2%
-17.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.3% | +4.3% | +7.8% |
| 7D | +14.0% | +5.8% | +8.3% | +14.4% |
| 30D | +0.4% | +28.3% | -28.0% | +2.3% |
| 3M | -11.3% | +48.7% | -60.1% | -8.5% |
| 6M | +35.1% | +71.9% | -36.8% | +40.4% |
| YTD | +90.5% | +138.7% | -48.1% | +89.1% |
| 1Y | +132.0% | +148.5% | -16.4% | +134.8% |
| All | +132.0% | +149.2% | -17.2% | +134.8% |
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 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