+81.6%
GM vs VLO
+600.5%
-519.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | -1.1% | +4.0% | -5.0% | -1.9% |
| 30D | -3.4% | +19.0% | -22.4% | -7.0% |
| 3M | +8.7% | +50.0% | -41.3% | -0.8% |
| 6M | +15.4% | +79.1% | -63.7% | -0.5% |
| YTD | +6.6% | +140.3% | -133.7% | -15.4% |
| 1Y | +51.5% | +148.3% | -96.8% | +18.4% |
| 3Y | +169.3% | +194.6% | -25.3% | +95.1% |
| 5Y | +81.6% | +609.6% | -528.0% | -12.6% |
| All | +81.6% | +600.5% | -519.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling