+189.2%
VLO vs GIS
-34.3%
+223.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.3% |
| 7D | +5.8% | -8.3% | +14.0% | +6.1% |
| 30D | +28.3% | +2.2% | +26.2% | +28.2% |
| 3M | +48.7% | +15.7% | +33.0% | +47.8% |
| 6M | +71.9% | -12.0% | +83.9% | +73.0% |
| YTD | +138.7% | -15.0% | +153.6% | +141.0% |
| 1Y | +148.5% | -20.1% | +168.6% | +152.1% |
| All | +189.2% | -34.3% | +223.5% | +197.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling