+185.8%
GS vs VLO
+194.5%
-8.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -3.2% | -13.3% | +10.1% | -1.0% |
| 30D | -2.4% | -18.3% | +15.9% | +0.5% |
| 3M | -15.7% | +14.3% | -30.1% | -18.8% |
| 6M | -6.8% | +47.6% | -54.4% | -15.3% |
| YTD | -0.1% | +116.0% | -116.0% | -20.7% |
| 1Y | +12.1% | +101.0% | -88.9% | -9.2% |
| 3Y | +185.8% | +199.0% | -13.2% | +92.0% |
| All | +185.8% | +194.5% | -8.8% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling