+614.6%
VLO vs GH
+24.4%
+590.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | +23.5% | -2.6% | +26.1% | +23.6% |
| 3M | +53.9% | +25.1% | +28.8% | +52.5% |
| 6M | +81.7% | +78.5% | +3.2% | +77.6% |
| YTD | +142.5% | +59.4% | +83.1% | +137.8% |
| 1Y | +145.4% | +173.9% | -28.4% | +134.5% |
| 3Y | +197.3% | +382.7% | -185.4% | +173.6% |
| 5Y | +614.6% | +24.4% | +590.2% | +519.1% |
| All | +614.6% | +24.4% | +590.1% | +519.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling