+451.6%
VLO vs GFS
-3.7%
+455.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +5.2% | +1.0% | +4.2% | +5.1% |
| 30D | +22.6% | -8.6% | +31.2% | +23.6% |
| 3M | +43.8% | -46.5% | +90.3% | +54.3% |
| 6M | +65.7% | -4.8% | +70.6% | +61.7% |
| YTD | +131.1% | +29.7% | +101.4% | +112.5% |
| 1Y | +143.6% | +35.8% | +107.8% | +121.4% |
| 3Y | +201.4% | -18.3% | +219.7% | +187.9% |
| All | +451.6% | -3.7% | +455.3% | +385.5% |
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