+754.3%
VLO vs GSK
+102.0%
+652.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.1% |
| 7D | -0.4% | -1.1% | +0.6% | -0.1% |
| 30D | -16.6% | +7.8% | -24.4% | -18.7% |
| 3M | +12.3% | +0.3% | +12.0% | +11.7% |
| 6M | +47.8% | +3.4% | +44.4% | +44.6% |
| YTD | +126.7% | +5.9% | +120.8% | +116.1% |
| 1Y | +105.4% | +8.2% | +97.1% | +93.9% |
| 3Y | +222.0% | +65.3% | +156.7% | +142.5% |
| 5Y | +449.8% | +43.3% | +406.5% | +335.0% |
| 10Y | +754.3% | +102.9% | +651.4% | +475.9% |
| All | +754.3% | +102.0% | +652.4% | +475.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling