+790.3%
VLO vs GD
+165.7%
+624.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +9.6% | +2.7% | +7.0% | +7.3% |
| 30D | -17.4% | +8.6% | -26.0% | -22.7% |
| 3M | +10.8% | -7.1% | +17.8% | +16.9% |
| 6M | +56.9% | +7.5% | +49.5% | +45.8% |
| YTD | +136.8% | +9.9% | +126.9% | +113.1% |
| 1Y | +120.7% | +7.6% | +113.1% | +101.9% |
| 3Y | +231.9% | +56.2% | +175.7% | +112.4% |
| 5Y | +479.0% | +100.6% | +378.4% | +181.8% |
| All | +790.3% | +165.7% | +624.6% | +244.6% |
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