+153.0%
VLO vs GAP
-7.6%
+160.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.3% |
| 7D | +5.3% | -4.1% | +9.4% | +5.3% |
| 30D | +18.2% | +6.2% | +12.0% | +18.1% |
| 3M | +53.3% | -0.7% | +54.0% | +53.4% |
| 6M | +70.4% | -7.1% | +77.6% | +69.6% |
| YTD | +143.4% | -14.1% | +157.5% | +145.2% |
| 1Y | +153.0% | -8.5% | +161.5% | +141.9% |
| All | +153.0% | -7.6% | +160.6% | +141.9% |
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 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