+35.4%
GLW vs VLO
+112.7%
-77.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | +15.5% | +6.8% | +8.8% | +15.3% |
| 30D | -19.6% | -17.9% | -1.7% | -20.8% |
| 3M | -28.5% | +13.5% | -42.0% | -27.3% |
| 6M | -39.5% | +53.0% | -92.6% | -35.6% |
| YTD | +37.2% | +133.7% | -96.5% | +41.6% |
| 1Y | +35.4% | +115.7% | -80.2% | +44.0% |
| All | +35.4% | +112.7% | -77.3% | +44.0% |
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 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