+199.0%
VLO vs GD
+54.3%
+144.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.1% |
| 7D | -13.3% | -5.0% | -8.3% | -11.6% |
| 30D | -18.3% | +8.9% | -27.2% | -20.8% |
| 3M | +14.3% | -8.0% | +22.4% | +18.0% |
| 6M | +47.6% | +2.9% | +44.7% | +45.1% |
| YTD | +116.0% | +7.1% | +108.9% | +106.8% |
| 1Y | +101.0% | +5.9% | +95.1% | +93.3% |
| 3Y | +199.0% | +53.9% | +145.2% | +129.7% |
| All | +199.0% | +54.3% | +144.7% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling