+238.7%
GM vs VLO
+3,551.6%
-3,312.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -3.3% |
| 7D | +0.4% | +5.8% | -5.4% | -1.5% |
| 30D | -1.8% | +28.3% | -30.2% | -9.9% |
| 3M | +2.6% | +48.7% | -46.1% | -10.9% |
| 6M | +14.6% | +71.9% | -57.4% | -6.9% |
| YTD | +6.2% | +138.7% | -132.5% | -23.5% |
| 1Y | +48.7% | +148.5% | -99.8% | +4.8% |
| 3Y | +168.3% | +192.7% | -24.3% | +72.9% |
| 5Y | +82.8% | +601.6% | -518.8% | -19.3% |
| 10Y | +226.2% | +900.2% | -674.0% | +17.0% |
| All | +238.7% | +3,551.6% | -3,312.9% | -29.1% |
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