+430.2%
VLO vs GTLB
-64.1%
+494.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -9.5% | -10.9% | +1.4% | -8.8% |
| 30D | -19.1% | -15.3% | -3.8% | -18.2% |
| 3M | +11.4% | +14.6% | -3.2% | +9.9% |
| 6M | +46.7% | +79.6% | -32.9% | +39.5% |
| YTD | +118.6% | +24.3% | +94.3% | +112.5% |
| 1Y | +99.9% | +1.0% | +98.9% | +97.2% |
| 3Y | +210.5% | +4.6% | +205.9% | +199.7% |
| All | +430.2% | -64.1% | +494.3% | +386.7% |
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