+192.7%
VLO vs GH
+355.8%
-163.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.3% |
| 7D | +5.8% | -2.1% | +7.8% | +5.8% |
| 30D | +28.3% | -4.5% | +32.8% | +28.5% |
| 3M | +48.7% | +28.9% | +19.8% | +47.4% |
| 6M | +71.9% | +76.5% | -4.6% | +68.4% |
| YTD | +138.7% | +57.6% | +81.1% | +134.8% |
| 1Y | +148.5% | +167.5% | -19.1% | +136.9% |
| 3Y | +192.7% | +377.4% | -184.7% | +177.2% |
| All | +192.7% | +355.8% | -163.1% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling