+348.8%
VLO vs GH
+473.1%
-124.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | +4.0% | -1.2% | +5.2% | +4.1% |
| 30D | +19.0% | -3.7% | +22.7% | +19.2% |
| 3M | +50.0% | +21.7% | +28.3% | +47.5% |
| 6M | +79.1% | +75.7% | +3.4% | +70.7% |
| YTD | +140.3% | +55.7% | +84.6% | +130.7% |
| 1Y | +148.3% | +181.1% | -32.8% | +126.2% |
| 3Y | +194.6% | +371.6% | -177.0% | +149.8% |
| 5Y | +609.6% | +23.2% | +586.4% | +558.7% |
| All | +348.8% | +473.1% | -124.3% | +211.8% |
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