+4,542.6%
GLW vs VLO
+35,889.1%
-31,346.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | +5.2% | -1.4% | +2.3% |
| 30D | -1.3% | +22.6% | -23.9% | -7.0% |
| 3M | -21.8% | +43.8% | -65.6% | -29.6% |
| 6M | +6.9% | +65.7% | -58.8% | -8.7% |
| YTD | +77.2% | +131.1% | -53.9% | +36.9% |
| 1Y | +123.2% | +143.6% | -20.4% | +69.6% |
| 3Y | +400.0% | +201.4% | +198.6% | +246.5% |
| 5Y | +342.8% | +568.9% | -226.1% | +134.2% |
| 10Y | +771.4% | +891.8% | -120.4% | +281.8% |
| All | +4,542.6% | +35,889.1% | -31,346.5% | +654.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling