+11.0%
GS vs VLO
+112.7%
-101.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.2% |
| 7D | +5.1% | +6.8% | -1.6% | +5.7% |
| 30D | +2.4% | -17.9% | +20.3% | +0.4% |
| 3M | -11.5% | +13.5% | -25.0% | -10.4% |
| 6M | -2.5% | +53.0% | -55.6% | +2.3% |
| YTD | +5.5% | +133.7% | -128.3% | +4.9% |
| 1Y | +11.0% | +115.7% | -104.6% | +10.6% |
| All | +11.0% | +112.7% | -101.7% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling