+191.2%
VLO vs GNRC
+57.0%
+134.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | +19.0% | -15.8% | +34.8% | +21.5% |
| 3M | +50.0% | -24.0% | +74.0% | +54.2% |
| 6M | +79.1% | -13.8% | +92.9% | +79.0% |
| YTD | +140.3% | +33.2% | +107.1% | +120.7% |
| 1Y | +148.3% | -1.8% | +150.1% | +138.8% |
| All | +191.2% | +57.0% | +134.2% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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