+120.6%
VLO vs GGLL
-11.6%
+132.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.5% | -12.3% | -5.1% |
| 7D | -6.0% | -23.1% | +17.2% | -7.8% |
| 30D | -12.9% | -32.9% | +20.0% | -15.8% |
| 3M | +18.3% | -44.9% | +63.2% | +12.1% |
| 6M | +46.4% | -49.5% | +96.0% | +37.6% |
| YTD | +127.7% | -28.9% | +156.6% | +124.4% |
| 1Y | +120.6% | -12.2% | +132.8% | +116.9% |
| All | +120.6% | -11.6% | +132.2% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling