+205.0%
GLD vs VLO
+770.2%
-565.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | +4.7% | -13.3% | +18.0% | +4.7% |
| 30D | -0.9% | -18.3% | +17.4% | -0.9% |
| 3M | -4.4% | +14.3% | -18.7% | -4.4% |
| 6M | -13.6% | +47.6% | -61.2% | -13.6% |
| YTD | -6.0% | +116.0% | -122.0% | -6.3% |
| 1Y | +1.8% | +101.0% | -99.2% | +1.4% |
| 3Y | +103.2% | +199.0% | -95.8% | +102.6% |
| 5Y | +119.3% | +419.0% | -299.7% | +120.5% |
| All | +205.0% | +770.2% | -565.2% | +208.7% |
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