+15.9%
GS vs VLO
+107.6%
-91.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +4.9% |
| 7D | +0.8% | -6.5% | +7.3% | 0.0% |
| 30D | +1.2% | -17.8% | +19.0% | -0.8% |
| 3M | -12.4% | +19.6% | -32.0% | -10.6% |
| 6M | -2.3% | +49.3% | -51.6% | +2.6% |
| YTD | +4.6% | +122.4% | -117.8% | +4.9% |
| All | +15.9% | +107.6% | -91.6% | +16.1% |
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