+115.7%
VLO vs GH
+57.4%
+58.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.8% | +0.9% | +5.8% | +6.8% |
| 30D | -17.9% | -4.5% | -13.4% | -17.9% |
| 3M | +13.5% | -6.2% | +19.8% | +13.7% |
| 6M | +53.0% | +55.0% | -1.9% | +61.4% |
| YTD | +133.7% | +51.6% | +82.1% | +149.2% |
| 1Y | +115.7% | +58.3% | +57.4% | +130.7% |
| All | +115.7% | +57.4% | +58.2% | +130.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling