+911.8%
VLO vs GAP
+27.6%
+884.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +4.0% | -6.3% | +10.3% | +5.6% |
| 30D | +19.0% | -0.2% | +19.2% | +18.6% |
| 3M | +50.0% | 0.0% | +50.0% | +48.7% |
| 6M | +79.1% | -8.1% | +87.2% | +78.8% |
| YTD | +140.3% | -16.5% | +156.7% | +144.5% |
| 1Y | +148.3% | -10.5% | +158.8% | +146.3% |
| 3Y | +194.6% | +104.0% | +90.7% | +109.5% |
| 5Y | +609.6% | +6.8% | +602.8% | +468.9% |
| All | +911.8% | +27.6% | +884.2% | +521.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling