+148.3%
VLO vs GIS
-23.7%
+172.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -1.1% |
| 7D | +4.0% | -8.4% | +12.4% | +3.5% |
| 30D | +19.0% | -5.2% | +24.2% | +18.7% |
| 3M | +50.0% | +8.2% | +41.8% | +51.3% |
| 6M | +79.1% | -12.0% | +91.1% | +76.0% |
| YTD | +140.3% | -18.9% | +159.1% | +135.7% |
| 1Y | +148.3% | -23.6% | +171.9% | +140.4% |
| All | +148.3% | -23.7% | +172.0% | +140.4% |
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