+446.6%
VLO vs GTLB
-47.1%
+493.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | +5.2% | +11.1% | -5.8% | +4.4% |
| 30D | +22.6% | +37.8% | -15.2% | +19.6% |
| 3M | +43.8% | +61.6% | -17.8% | +38.3% |
| 6M | +65.7% | +98.9% | -33.2% | +56.5% |
| YTD | +131.1% | +32.8% | +98.3% | +124.0% |
| 1Y | +143.6% | +14.7% | +129.0% | +138.1% |
| 3Y | +201.4% | +1.3% | +200.0% | +191.7% |
| All | +446.6% | -47.1% | +493.8% | +413.6% |
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 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