+468.3%
VLO vs GTLB
-49.8%
+518.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +4.0% | -4.1% | +8.1% | +4.3% |
| 30D | +19.0% | +12.3% | +6.7% | +17.8% |
| 3M | +50.0% | +65.9% | -15.9% | +44.0% |
| 6M | +79.1% | +104.0% | -24.8% | +68.8% |
| YTD | +140.3% | +26.0% | +114.2% | +133.8% |
| 1Y | +148.3% | -3.5% | +151.8% | +145.8% |
| 3Y | +194.6% | -9.6% | +204.3% | +187.4% |
| All | +468.3% | -49.8% | +518.1% | +435.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling