+464.5%
VLO vs GTLB
-50.0%
+514.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.4% | +8.7% | +3.7% |
| 7D | +5.8% | +4.6% | +1.2% | +5.3% |
| 30D | +28.3% | +21.0% | +7.3% | +26.4% |
| 3M | +48.7% | +51.7% | -3.0% | +43.8% |
| 6M | +71.9% | +89.3% | -17.4% | +62.8% |
| YTD | +138.7% | +25.6% | +113.0% | +132.3% |
| 1Y | +148.5% | -1.5% | +150.0% | +145.6% |
| 3Y | +192.7% | -9.9% | +202.6% | +185.5% |
| All | +464.5% | -50.0% | +514.5% | +432.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling