+883.9%
VLO vs GD
+190.3%
+693.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.4% |
| 7D | +5.2% | -5.3% | +10.5% | +9.7% |
| 30D | +22.6% | -6.4% | +29.0% | +29.0% |
| 3M | +43.8% | +5.7% | +38.1% | +35.9% |
| 6M | +65.7% | -0.9% | +66.7% | +63.8% |
| YTD | +131.1% | +8.2% | +122.9% | +111.2% |
| 1Y | +143.6% | +13.4% | +130.2% | +112.7% |
| 3Y | +201.4% | +68.5% | +132.9% | +78.3% |
| 5Y | +568.9% | +97.2% | +471.7% | +230.6% |
| All | +883.9% | +190.3% | +693.6% | +222.6% |
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