+473.5%
VLO vs GFS
-2.1%
+475.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | +3.2% | +0.8% | +3.6% |
| 30D | +19.0% | -9.6% | +28.6% | +20.3% |
| 3M | +50.0% | -38.5% | +88.5% | +58.1% |
| 6M | +79.1% | -1.3% | +80.4% | +73.9% |
| YTD | +140.3% | +31.8% | +108.5% | +120.5% |
| 1Y | +148.3% | +44.6% | +103.8% | +123.5% |
| 3Y | +194.6% | -20.6% | +215.3% | +182.5% |
| All | +473.5% | -2.1% | +475.6% | +403.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling