+437.1%
GS vs VLO
+779.3%
-342.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.4% |
| 7D | +5.1% | +6.8% | -1.6% | +3.0% |
| 30D | +2.4% | -17.9% | +20.3% | +8.4% |
| 3M | -11.5% | +13.5% | -25.0% | -16.0% |
| 6M | -2.5% | +53.0% | -55.6% | -16.9% |
| YTD | +5.5% | +133.7% | -128.3% | -23.8% |
| 1Y | +11.0% | +115.7% | -104.6% | -17.7% |
| 3Y | +200.1% | +231.9% | -31.9% | +85.1% |
| 5Y | +154.7% | +471.6% | -316.9% | +19.7% |
| All | +437.1% | +779.3% | -342.2% | +94.9% |
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