+193.8%
VLO vs GFS
-21.4%
+215.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | +6.2% | +4.5% | +1.7% | +5.7% |
| 30D | +23.5% | -8.2% | +31.7% | +24.6% |
| 3M | +53.9% | -38.9% | +92.7% | +62.0% |
| 6M | +81.7% | -2.9% | +84.5% | +75.0% |
| YTD | +142.5% | +31.8% | +110.7% | +116.3% |
| 1Y | +145.4% | +43.1% | +102.3% | +113.6% |
| All | +193.8% | -21.4% | +215.3% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling