+227.7%
VLO vs GFS
-16.8%
+244.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +6.8% | +17.2% | -10.5% | +4.8% |
| 30D | -17.9% | -8.7% | -9.1% | -17.2% |
| 3M | +13.5% | -19.7% | +33.2% | +15.9% |
| 6M | +53.0% | -40.7% | +93.7% | +59.8% |
| YTD | +133.7% | +22.5% | +111.2% | +109.3% |
| 1Y | +115.7% | +25.2% | +90.4% | +91.9% |
| All | +227.7% | -16.8% | +244.4% | +196.1% |
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