+432.7%
VLO vs GH
+46.0%
+386.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -9.5% | -11.2% | +1.7% | -9.1% |
| 30D | -19.1% | -7.2% | -11.9% | -18.9% |
| 3M | +11.4% | -7.1% | +18.4% | +11.6% |
| 6M | +46.7% | +62.3% | -15.6% | +43.8% |
| YTD | +118.6% | +52.1% | +66.5% | +114.4% |
| 1Y | +99.9% | +58.6% | +41.2% | +95.6% |
| 3Y | +210.5% | +619.9% | -409.4% | +178.7% |
| 5Y | +432.7% | +49.7% | +383.0% | +387.4% |
| All | +432.7% | +46.0% | +386.6% | +387.4% |
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