+153.0%
VLO vs GFI
+26.4%
+126.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.2% |
| 7D | +5.3% | -4.9% | +10.2% | +4.9% |
| 30D | +18.2% | +10.7% | +7.5% | +19.3% |
| 3M | +53.3% | +25.6% | +27.7% | +56.7% |
| 6M | +70.4% | -8.3% | +78.7% | +73.5% |
| YTD | +143.4% | +6.3% | +137.1% | +145.3% |
| 1Y | +153.0% | +22.1% | +130.9% | +154.6% |
| All | +153.0% | +26.4% | +126.6% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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