+205.6%
GLD vs VLO
+779.3%
-573.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -2.8% |
| 7D | -5.5% | +6.8% | -12.2% | -5.5% |
| 30D | -7.0% | -17.9% | +10.8% | -7.0% |
| 3M | -12.4% | +13.5% | -25.9% | -12.4% |
| 6M | -18.0% | +53.0% | -71.1% | -18.0% |
| YTD | -10.5% | +133.7% | -144.2% | -10.7% |
| 1Y | -8.1% | +115.7% | -123.7% | -8.3% |
| 3Y | +97.7% | +231.9% | -134.2% | +97.2% |
| 5Y | +103.4% | +471.6% | -368.1% | +104.6% |
| All | +205.6% | +779.3% | -573.7% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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