+183.4%
VLO vs GSK
+57.7%
+125.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +5.2% | -1.8% | +7.0% | +5.2% |
| 30D | +22.6% | -2.2% | +24.8% | +22.5% |
| 3M | +43.8% | -1.8% | +45.6% | +43.6% |
| 6M | +65.7% | -10.6% | +76.4% | +66.0% |
| YTD | +131.1% | +4.4% | +126.7% | +127.8% |
| 1Y | +143.6% | +30.4% | +113.2% | +135.2% |
| All | +183.4% | +57.7% | +125.7% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling