+244.0%
VLO vs GEHC
+10.0%
+234.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +5.2% | -4.0% | +9.2% | +5.8% |
| 30D | +22.6% | -2.0% | +24.6% | +22.9% |
| 3M | +43.8% | +8.0% | +35.8% | +41.7% |
| 6M | +65.7% | -12.8% | +78.5% | +69.3% |
| YTD | +131.1% | -15.9% | +147.0% | +137.7% |
| 1Y | +143.6% | -6.9% | +150.6% | +143.3% |
| 3Y | +201.4% | 0.0% | +201.4% | +196.5% |
| All | +244.0% | +10.0% | +234.1% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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