+35,889.1%
VLO vs GAP
+2,258.2%
+33,630.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +5.2% | -4.5% | +9.7% | +6.2% |
| 30D | +22.6% | +9.0% | +13.6% | +20.0% |
| 3M | +43.8% | +5.0% | +38.8% | +41.3% |
| 6M | +65.7% | -17.8% | +83.6% | +69.5% |
| YTD | +131.1% | -10.4% | +141.5% | +131.3% |
| 1Y | +143.6% | -3.4% | +147.0% | +138.4% |
| 3Y | +201.4% | +111.5% | +89.9% | +129.7% |
| 5Y | +568.9% | +8.8% | +560.1% | +457.3% |
| 10Y | +891.8% | +32.9% | +858.9% | +612.1% |
| All | +35,889.1% | +2,258.2% | +33,630.9% | +14,226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling