+342.3%
VLO vs GH
+446.7%
-104.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | +9.6% | +0.6% | +9.1% | +9.6% |
| 30D | -17.4% | -6.9% | -10.5% | -17.0% |
| 3M | +10.8% | -4.9% | +15.7% | +11.0% |
| 6M | +56.9% | +54.1% | +2.9% | +51.3% |
| YTD | +136.8% | +48.5% | +88.3% | +127.8% |
| 1Y | +120.7% | +61.2% | +59.5% | +110.8% |
| 3Y | +231.9% | +570.3% | -338.4% | +172.4% |
| 5Y | +479.0% | +46.1% | +432.9% | +425.7% |
| All | +342.3% | +446.7% | -104.4% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling