+210.5%
VLO vs GGLL
+157.4%
+53.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -9.5% | +5.1% | -14.6% | -9.7% |
| 30D | -19.1% | -35.5% | +16.3% | -18.2% |
| 3M | +11.4% | -39.2% | +50.5% | +12.8% |
| 6M | +46.7% | -54.4% | +101.1% | +50.3% |
| YTD | +118.6% | -29.8% | +148.5% | +116.3% |
| 1Y | +99.9% | -20.4% | +120.3% | +94.5% |
| 3Y | +210.5% | +149.7% | +60.7% | +157.3% |
| All | +210.5% | +157.4% | +53.1% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling