+143.6%
VLO vs GSK
+31.2%
+112.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.4% |
| 7D | +5.2% | -1.8% | +7.0% | +4.8% |
| 30D | +22.6% | -2.2% | +24.8% | +22.1% |
| 3M | +43.8% | -1.8% | +45.6% | +43.3% |
| 6M | +65.7% | -10.6% | +76.4% | +63.9% |
| YTD | +131.1% | +4.4% | +126.7% | +125.1% |
| 1Y | +143.6% | +30.4% | +113.2% | +137.4% |
| All | +143.6% | +31.2% | +112.4% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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