+465.1%
VLO vs GFS
-11.4%
+476.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.6% |
| 7D | +9.6% | +7.4% | +2.3% | +8.7% |
| 30D | -17.4% | -15.3% | -2.1% | -15.9% |
| 3M | +10.8% | -21.1% | +31.9% | +13.5% |
| 6M | +56.9% | -44.5% | +101.4% | +66.0% |
| YTD | +136.8% | +19.2% | +117.6% | +119.1% |
| 1Y | +120.7% | +27.2% | +93.4% | +101.7% |
| 3Y | +231.9% | -20.1% | +252.1% | +216.6% |
| 5Y | +479.0% | -25.6% | +504.6% | +434.0% |
| All | +465.1% | -11.4% | +476.6% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling