+452.9%
VLO vs GTLB
-49.8%
+502.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +6.8% | -3.5% | +10.2% | +7.0% |
| 30D | -17.9% | -9.0% | -8.9% | -17.3% |
| 3M | +13.5% | +15.9% | -2.3% | +12.0% |
| 6M | +53.0% | +104.9% | -51.8% | +44.2% |
| YTD | +133.7% | +26.0% | +107.8% | +127.1% |
| 1Y | +115.7% | +1.8% | +113.9% | +112.7% |
| 3Y | +231.9% | +6.0% | +225.9% | +220.2% |
| 5Y | +471.6% | -62.2% | +533.7% | +444.1% |
| All | +452.9% | -49.8% | +502.7% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling