-2.8%
GLD vs VLO
+98.9%
-101.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.8% |
| 7D | +2.8% | -9.5% | +12.3% | +2.3% |
| 30D | -4.0% | -19.1% | +15.2% | -4.8% |
| 3M | -8.2% | +11.4% | -19.6% | -8.1% |
| 6M | -14.8% | +46.7% | -61.6% | -14.4% |
| YTD | -6.8% | +118.6% | -125.4% | -13.8% |
| All | -2.8% | +98.9% | -101.6% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling