+601.6%
VLO vs GAP
+9.4%
+592.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +5.8% | +1.7% | +4.0% | +5.5% |
| 30D | +28.3% | +9.3% | +19.0% | +26.6% |
| 3M | +48.7% | +6.1% | +42.6% | +47.0% |
| 6M | +71.9% | -2.3% | +74.2% | +70.4% |
| YTD | +138.7% | -10.6% | +149.3% | +139.3% |
| 1Y | +148.5% | -4.4% | +152.9% | +145.5% |
| 3Y | +192.7% | +118.3% | +74.4% | +145.1% |
| 5Y | +601.6% | +12.2% | +589.4% | +523.4% |
| All | +601.6% | +9.4% | +592.2% | +523.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling