+778.9%
VLO vs GME
+470.0%
+308.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +6.8% | +6.0% | +0.8% | +6.5% |
| 30D | -17.9% | -5.9% | -12.0% | -17.7% |
| 3M | +13.5% | +38.2% | -24.6% | +12.1% |
| 6M | +53.0% | +14.5% | +38.5% | +52.1% |
| YTD | +133.7% | +27.6% | +106.1% | +131.0% |
| 1Y | +115.7% | +19.9% | +95.7% | +113.6% |
| 3Y | +231.9% | +104.3% | +127.6% | +207.6% |
| 5Y | +471.6% | -49.3% | +520.9% | +445.0% |
| All | +778.9% | +470.0% | +308.9% | +328.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling