+52.3%
GM vs VLO
+143.4%
-91.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.7% | +5.2% | -3.5% | +2.5% |
| 30D | -1.6% | +22.6% | -24.2% | +1.4% |
| 3M | +5.7% | +43.8% | -38.1% | +11.3% |
| 6M | +12.2% | +65.7% | -53.6% | +18.5% |
| YTD | +8.4% | +131.1% | -122.7% | +13.1% |
| 1Y | +52.3% | +143.6% | -91.3% | +60.2% |
| All | +52.3% | +143.4% | -91.0% | +60.2% |
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