+120.6%
VLO vs GSK
+14.9%
+105.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.8% | -4.0% |
| 7D | -6.0% | +4.9% | -10.9% | -4.2% |
| 30D | -12.9% | +9.9% | -22.8% | -9.7% |
| 3M | +18.3% | +0.2% | +18.2% | +19.3% |
| 6M | +46.4% | +2.3% | +44.1% | +49.1% |
| YTD | +127.7% | +7.1% | +120.7% | +125.1% |
| 1Y | +120.6% | +13.1% | +107.5% | +116.3% |
| All | +120.6% | +14.9% | +105.7% | +116.3% |
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