+36,299.7%
VLO vs GSK
+1,733.0%
+34,566.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.8% | +0.5% | +6.3% | +6.6% |
| 30D | -17.9% | +9.4% | -27.3% | -20.2% |
| 3M | +13.5% | +1.6% | +12.0% | +12.5% |
| 6M | +53.0% | +1.3% | +51.7% | +50.9% |
| YTD | +133.7% | +6.0% | +127.7% | +125.1% |
| 1Y | +115.7% | +9.1% | +106.6% | +105.7% |
| 3Y | +231.9% | +65.4% | +166.5% | +171.8% |
| 5Y | +471.6% | +43.0% | +428.6% | +384.1% |
| 10Y | +780.7% | +103.1% | +677.7% | +570.4% |
| All | +36,299.7% | +1,733.0% | +34,566.7% | +18,167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling