+938.9%
VLO vs GSK
+80.2%
+858.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +6.2% | -3.6% | +9.8% | +7.5% |
| 30D | +23.5% | -5.9% | +29.4% | +25.8% |
| 3M | +53.9% | -4.3% | +58.1% | +55.1% |
| 6M | +81.7% | -10.8% | +92.5% | +86.3% |
| YTD | +142.5% | +1.8% | +140.7% | +134.8% |
| 1Y | +145.4% | +23.5% | +122.0% | +118.7% |
| 3Y | +197.3% | +49.5% | +147.8% | +133.7% |
| 5Y | +614.6% | +49.7% | +564.9% | +441.6% |
| 10Y | +938.9% | +81.9% | +856.9% | +623.9% |
| All | +938.9% | +80.2% | +858.7% | +623.9% |
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