-18.0%
GLD vs VLO
+51.2%
-69.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -2.5% |
| 7D | -5.5% | +6.8% | -12.2% | -4.8% |
| 30D | -7.0% | -17.9% | +10.8% | -8.4% |
| 3M | -12.4% | +13.5% | -25.9% | -10.9% |
| 6M | -18.0% | +53.0% | -71.1% | -14.6% |
| All | -18.0% | +51.2% | -69.2% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling