+202.4%
VLO vs GD
+68.4%
+134.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | +5.2% | -5.3% | +10.5% | +7.1% |
| 30D | +22.6% | -6.4% | +29.0% | +25.3% |
| 3M | +43.8% | +5.7% | +38.1% | +40.2% |
| 6M | +65.7% | -0.9% | +66.7% | +65.5% |
| YTD | +131.1% | +8.2% | +122.9% | +121.5% |
| 1Y | +143.6% | +13.4% | +130.2% | +128.3% |
| All | +202.4% | +68.4% | +134.1% | +154.0% |
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