+449.8%
VLO vs GSK
+43.9%
+406.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | -0.4% | -1.1% | +0.6% | -0.4% |
| 30D | -16.6% | +7.8% | -24.4% | -17.1% |
| 3M | +12.3% | +0.3% | +12.0% | +12.3% |
| 6M | +47.8% | +3.4% | +44.4% | +46.9% |
| YTD | +126.7% | +5.9% | +120.8% | +121.9% |
| 1Y | +105.4% | +8.2% | +97.1% | +100.1% |
| 3Y | +222.0% | +65.3% | +156.7% | +180.2% |
| 5Y | +449.8% | +43.3% | +406.5% | +387.6% |
| All | +449.8% | +43.9% | +406.0% | +387.6% |
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