+471.6%
VLO vs GFS
-23.1%
+494.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +6.8% | +17.2% | -10.5% | +4.6% |
| 30D | -17.9% | -8.7% | -9.1% | -17.1% |
| 3M | +13.5% | -19.7% | +33.2% | +16.1% |
| 6M | +53.0% | -40.7% | +93.7% | +60.5% |
| YTD | +133.7% | +22.5% | +111.2% | +115.0% |
| 1Y | +115.7% | +25.2% | +90.4% | +97.4% |
| 3Y | +231.9% | -17.7% | +249.6% | +215.0% |
| 5Y | +471.6% | -23.5% | +495.1% | +434.7% |
| All | +471.6% | -23.1% | +494.7% | +434.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling