+37,066.7%
VLO vs GFI
+685.3%
+36,381.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.3% |
| 7D | +5.8% | +5.7% | +0.1% | +5.3% |
| 30D | +28.3% | +15.6% | +12.7% | +26.8% |
| 3M | +48.7% | +31.5% | +17.2% | +45.0% |
| 6M | +71.9% | -3.7% | +75.6% | +70.6% |
| YTD | +138.7% | +11.2% | +127.4% | +133.3% |
| 1Y | +148.5% | +36.4% | +112.1% | +137.8% |
| 3Y | +192.7% | +313.5% | -120.9% | +150.6% |
| 5Y | +601.6% | +528.0% | +73.6% | +467.5% |
| 10Y | +900.2% | +1,021.4% | -121.3% | +607.8% |
| All | +37,066.7% | +685.3% | +36,381.4% | +23,200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling