+601.6%
VLO vs GSK
+46.9%
+554.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +3.5% |
| 7D | +5.8% | -4.2% | +9.9% | +6.2% |
| 30D | +28.3% | -7.5% | +35.9% | +29.2% |
| 3M | +48.7% | -3.3% | +52.0% | +48.8% |
| 6M | +71.9% | -9.3% | +81.2% | +72.8% |
| YTD | +138.7% | +1.6% | +137.1% | +134.5% |
| 1Y | +148.5% | +25.5% | +123.0% | +134.4% |
| 3Y | +192.7% | +49.3% | +143.4% | +160.6% |
| 5Y | +601.6% | +46.7% | +555.0% | +534.1% |
| All | +601.6% | +46.9% | +554.7% | +534.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling