+148.3%
VLO vs GFS
+42.7%
+105.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | +3.2% | +0.8% | +4.1% |
| 30D | +19.0% | -9.6% | +28.6% | +18.7% |
| 3M | +50.0% | -38.5% | +88.5% | +48.1% |
| 6M | +79.1% | -1.3% | +80.4% | +79.1% |
| YTD | +140.3% | +31.8% | +108.5% | +129.1% |
| 1Y | +148.3% | +44.6% | +103.8% | +135.9% |
| All | +148.3% | +42.7% | +105.7% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling