+911.8%
VLO vs GME
+271.8%
+640.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | +4.0% | +6.0% | -2.1% | +3.7% |
| 30D | +19.0% | +8.3% | +10.6% | +18.6% |
| 3M | +50.0% | -9.1% | +59.0% | +50.4% |
| 6M | +79.1% | -16.3% | +95.5% | +80.0% |
| YTD | +140.3% | +1.5% | +138.7% | +139.6% |
| 1Y | +148.3% | -16.3% | +164.7% | +149.3% |
| 3Y | +194.6% | +15.1% | +179.5% | +179.0% |
| 5Y | +609.6% | -57.2% | +666.7% | +580.2% |
| All | +911.8% | +271.8% | +640.0% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling