+473.2%
VLO vs GIS
-33.3%
+506.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.3% |
| 7D | +9.6% | -3.4% | +13.0% | +9.6% |
| 30D | -17.4% | +6.9% | -24.3% | -17.4% |
| 3M | +10.8% | -10.1% | +20.9% | +11.0% |
| 6M | +56.9% | +5.9% | +51.1% | +56.8% |
| YTD | +136.8% | -21.1% | +157.9% | +138.1% |
| 1Y | +120.7% | -22.5% | +143.1% | +122.1% |
| 3Y | +231.9% | -39.0% | +270.9% | +236.9% |
| All | +473.2% | -33.3% | +506.6% | +449.6% |
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