+101.0%
VLO vs GD
+5.1%
+96.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -13.3% | -5.0% | -8.3% | -12.4% |
| 30D | -18.3% | +8.9% | -27.2% | -19.3% |
| 3M | +14.3% | -8.0% | +22.4% | +16.3% |
| 6M | +47.6% | +2.9% | +44.7% | +46.5% |
| YTD | +116.0% | +7.1% | +108.9% | +104.2% |
| 1Y | +101.0% | +5.9% | +95.1% | +90.6% |
| All | +101.0% | +5.1% | +96.0% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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