+120.6%
VLO vs GIS
-17.8%
+138.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.2% | -10.9% | -5.3% |
| 7D | -6.0% | +8.5% | -14.4% | -5.4% |
| 30D | -12.9% | +15.3% | -28.2% | -12.0% |
| 3M | +18.3% | +0.9% | +17.4% | +19.1% |
| 6M | +46.4% | +7.9% | +38.5% | +47.9% |
| YTD | +127.7% | -17.6% | +145.3% | +125.4% |
| 1Y | +120.6% | -17.4% | +138.0% | +118.5% |
| All | +120.6% | -17.8% | +138.4% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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