+2,064.0%
GS vs VLO
+13,743.3%
-11,679.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +5.2% | -4.3% | -0.8% |
| 30D | -1.6% | +22.6% | -24.2% | -8.2% |
| 3M | -4.5% | +43.8% | -48.2% | -16.1% |
| 6M | +20.9% | +65.7% | -44.9% | -0.3% |
| YTD | +19.9% | +131.1% | -111.2% | -12.3% |
| 1Y | +41.4% | +143.6% | -102.2% | +1.0% |
| 3Y | +239.2% | +201.4% | +37.8% | +119.3% |
| 5Y | +185.0% | +568.9% | -383.8% | +31.8% |
| 10Y | +655.0% | +891.8% | -236.9% | +177.8% |
| All | +2,064.0% | +13,743.3% | -11,679.2% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling