+924.9%
VLO vs GFI
+1,066.8%
-142.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +5.3% | -4.9% | +10.2% | +5.3% |
| 30D | +18.2% | +10.7% | +7.5% | +18.3% |
| 3M | +53.3% | +25.6% | +27.7% | +53.6% |
| 6M | +70.4% | -8.3% | +78.7% | +70.8% |
| YTD | +143.4% | +6.3% | +137.1% | +143.6% |
| 1Y | +153.0% | +22.1% | +130.9% | +152.9% |
| 3Y | +195.0% | +289.2% | -94.2% | +193.4% |
| 5Y | +618.8% | +531.7% | +87.1% | +622.1% |
| All | +924.9% | +1,066.8% | -142.0% | +1,032.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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