+486.7%
GS vs VLO
+770.2%
-283.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -3.2% | -13.3% | +10.1% | +1.1% |
| 30D | -2.4% | -18.3% | +15.9% | +3.4% |
| 3M | -15.7% | +14.3% | -30.1% | -20.4% |
| 6M | -6.8% | +47.6% | -54.4% | -19.7% |
| YTD | -0.1% | +116.0% | -116.0% | -26.1% |
| 1Y | +12.1% | +101.0% | -88.9% | -15.2% |
| 3Y | +185.8% | +199.0% | -13.2% | +82.0% |
| 5Y | +140.1% | +419.0% | -279.0% | +16.0% |
| All | +486.7% | +770.2% | -283.5% | +104.0% |
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