+654.3%
GS vs VLO
+886.4%
-232.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +5.2% | -4.3% | -0.7% |
| 30D | -1.6% | +22.6% | -24.2% | -8.1% |
| 3M | -4.5% | +43.8% | -48.2% | -15.8% |
| 6M | +20.9% | +65.7% | -44.9% | -0.1% |
| YTD | +19.9% | +131.1% | -111.2% | -12.3% |
| 1Y | +41.4% | +143.6% | -102.2% | +0.8% |
| 3Y | +239.2% | +201.4% | +37.8% | +117.6% |
| 5Y | +185.0% | +568.9% | -383.8% | +25.7% |
| All | +654.3% | +886.4% | -232.1% | +144.8% |
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