+307.7%
GLW vs VLO
+194.5%
+113.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -13.9% | -13.3% | -0.6% | -12.8% |
| 30D | -35.0% | -18.3% | -16.7% | -33.9% |
| 3M | -32.4% | +14.3% | -46.7% | -33.0% |
| 6M | -41.3% | +47.6% | -89.0% | -43.1% |
| YTD | +21.8% | +116.0% | -94.1% | +10.4% |
| 1Y | +21.8% | +101.0% | -79.2% | +11.7% |
| 3Y | +307.7% | +199.0% | +108.7% | +220.7% |
| All | +307.7% | +194.5% | +113.1% | +220.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling