+768.4%
VLO vs GD
+190.6%
+577.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -0.9% |
| 7D | -13.3% | -5.0% | -8.3% | -9.7% |
| 30D | -18.3% | +8.9% | -27.2% | -23.7% |
| 3M | +14.3% | -8.0% | +22.4% | +21.7% |
| 6M | +47.6% | +2.9% | +44.7% | +42.0% |
| YTD | +116.0% | +7.1% | +108.9% | +98.5% |
| 1Y | +101.0% | +5.9% | +95.1% | +86.1% |
| 3Y | +199.0% | +53.9% | +145.2% | +93.4% |
| 5Y | +419.0% | +95.4% | +323.6% | +157.9% |
| All | +768.4% | +190.6% | +577.9% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling