+614.6%
VLO vs GIS
-23.6%
+638.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | +6.2% | -8.6% | +14.8% | +6.5% |
| 30D | +23.5% | -0.5% | +24.0% | +23.5% |
| 3M | +53.9% | +11.9% | +42.0% | +53.3% |
| 6M | +81.7% | -11.6% | +93.3% | +82.2% |
| YTD | +142.5% | -16.3% | +158.8% | +143.8% |
| 1Y | +145.4% | -21.8% | +167.2% | +147.5% |
| 3Y | +197.3% | -35.7% | +233.0% | +202.3% |
| 5Y | +614.6% | -22.9% | +637.5% | +574.6% |
| All | +614.6% | -23.6% | +638.2% | +574.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling