+105.4%
VLO vs GSK
+9.5%
+95.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.3% |
| 7D | -0.4% | -1.1% | +0.6% | -0.9% |
| 30D | -16.6% | +7.8% | -24.4% | -14.0% |
| 3M | +12.3% | +0.3% | +12.0% | +13.3% |
| 6M | +47.8% | +3.4% | +44.4% | +51.1% |
| YTD | +126.7% | +5.9% | +120.8% | +125.0% |
| 1Y | +105.4% | +8.2% | +97.1% | +104.1% |
| All | +105.4% | +9.5% | +95.8% | +104.1% |
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