+457.2%
GS vs VLO
+728.0%
-270.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | +1.6% | -9.5% | +11.1% | +4.7% |
| 30D | +1.7% | -19.1% | +20.8% | +8.1% |
| 3M | -11.6% | +11.4% | -22.9% | -15.6% |
| 6M | -1.9% | +46.7% | -48.6% | -15.3% |
| YTD | +5.1% | +118.6% | -113.6% | -22.5% |
| 1Y | +16.4% | +99.9% | -83.5% | -11.5% |
| 3Y | +199.0% | +210.5% | -11.5% | +88.5% |
| 5Y | +157.4% | +432.7% | -275.2% | +23.8% |
| 10Y | +457.2% | +717.1% | -259.9% | +108.9% |
| All | +457.2% | +728.0% | -270.8% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling