+268.9%
VLO vs GGLL
+328.7%
-59.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +5.2% | -4.8% | +10.0% | +5.5% |
| 30D | +22.6% | -13.7% | +36.3% | +23.5% |
| 3M | +43.8% | -21.9% | +65.6% | +45.2% |
| 6M | +65.7% | +11.7% | +54.1% | +61.2% |
| YTD | +131.1% | +2.3% | +128.8% | +126.1% |
| 1Y | +143.6% | +76.2% | +67.5% | +122.8% |
| 3Y | +201.4% | +245.0% | -43.6% | +143.9% |
| All | +268.9% | +328.7% | -59.8% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling