+1,710.5%
GS vs VLO
+13,015.5%
-11,304.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.5% | -5.1% |
| 7D | -6.3% | -8.7% | +2.3% | -3.7% |
| 30D | -3.1% | -16.2% | +13.1% | +2.0% |
| 3M | -17.7% | +16.2% | -33.8% | -22.6% |
| 6M | -4.6% | +39.8% | -44.3% | -16.6% |
| YTD | +0.3% | +119.0% | -118.6% | -26.1% |
| 1Y | +11.7% | +110.8% | -99.1% | -16.8% |
| 3Y | +183.6% | +201.7% | -18.1% | +81.7% |
| 5Y | +141.0% | +426.2% | -285.2% | +20.3% |
| 10Y | +507.4% | +790.3% | -282.9% | +129.7% |
| All | +1,710.5% | +13,015.5% | -11,304.9% | +230.9% |
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