+816.6%
GLD vs VLO
+3,257.3%
-2,440.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | +5.2% | -5.7% | -0.7% |
| 30D | +4.4% | +22.6% | -18.2% | +3.6% |
| 3M | -1.1% | +43.8% | -44.9% | -2.5% |
| 6M | -13.8% | +65.7% | -79.5% | -15.6% |
| YTD | +2.6% | +131.1% | -128.5% | -0.8% |
| 1Y | +24.5% | +143.6% | -119.1% | +20.0% |
| 3Y | +125.8% | +201.4% | -75.5% | +115.0% |
| 5Y | +137.8% | +568.9% | -431.1% | +118.2% |
| 10Y | +221.4% | +891.8% | -670.4% | +181.9% |
| All | +816.6% | +3,257.3% | -2,440.7% | +599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling