+339.2%
GLW vs VLO
+236.1%
+103.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.5% |
| 7D | +7.7% | +9.6% | -1.9% | +6.7% |
| 30D | -18.8% | -17.4% | -1.5% | -17.8% |
| 3M | -27.7% | +10.8% | -38.5% | -28.4% |
| 6M | -44.4% | +56.9% | -101.4% | -46.4% |
| YTD | +31.3% | +136.8% | -105.5% | +18.1% |
| 1Y | +40.0% | +120.7% | -80.6% | +27.4% |
| 3Y | +339.2% | +231.9% | +107.3% | +245.6% |
| All | +339.2% | +236.1% | +103.1% | +245.6% |
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