+790.3%
VLO vs GME
+475.1%
+315.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | +9.6% | +2.9% | +6.7% | +9.5% |
| 30D | -17.4% | -4.8% | -12.6% | -17.3% |
| 3M | +10.8% | +39.2% | -28.4% | +9.4% |
| 6M | +56.9% | +17.1% | +39.9% | +55.9% |
| YTD | +136.8% | +28.7% | +108.0% | +133.9% |
| 1Y | +120.7% | +23.3% | +97.3% | +118.3% |
| 3Y | +231.9% | +112.9% | +119.0% | +207.1% |
| 5Y | +479.0% | -48.8% | +527.8% | +451.9% |
| All | +790.3% | +475.1% | +315.3% | +334.0% |
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