+120.6%
VLO vs GTLB
+6.1%
+114.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -6.0% | -9.7% | +3.7% | -5.4% |
| 30D | -12.9% | +1.7% | -14.6% | -13.2% |
| 3M | +18.3% | +43.6% | -25.2% | +14.8% |
| 6M | +46.4% | +113.0% | -66.5% | +36.7% |
| YTD | +127.7% | +39.5% | +88.2% | +120.1% |
| 1Y | +120.6% | +12.6% | +108.0% | +122.6% |
| All | +120.6% | +6.1% | +114.5% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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