+143.6%
VLO vs GAP
+1.5%
+142.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +5.2% | -4.5% | +9.7% | +5.2% |
| 30D | +22.6% | +9.0% | +13.6% | +22.4% |
| 3M | +43.8% | +5.0% | +38.8% | +43.8% |
| 6M | +65.7% | -17.8% | +83.6% | +69.3% |
| YTD | +131.1% | -10.4% | +141.5% | +132.8% |
| 1Y | +143.6% | -3.4% | +147.0% | +132.7% |
| All | +143.6% | +1.5% | +142.1% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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