+911.8%
VLO vs GIS
-19.3%
+931.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.5% |
| 7D | +4.0% | -8.4% | +12.4% | +5.1% |
| 30D | +19.0% | -5.2% | +24.2% | +19.7% |
| 3M | +50.0% | +8.2% | +41.8% | +48.1% |
| 6M | +79.1% | -12.0% | +91.1% | +81.5% |
| YTD | +140.3% | -18.9% | +159.1% | +146.0% |
| 1Y | +148.3% | -23.6% | +171.9% | +156.2% |
| 3Y | +194.6% | -37.6% | +232.2% | +211.5% |
| 5Y | +609.6% | -25.2% | +634.8% | +610.6% |
| All | +911.8% | -19.3% | +931.1% | +967.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling