+145.4%
VLO vs GME
-13.9%
+159.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.7% | +1.4% |
| 7D | +6.2% | +4.8% | +1.4% | +6.1% |
| 30D | +23.5% | +5.9% | +17.6% | +23.3% |
| 3M | +53.9% | -10.7% | +64.6% | +54.3% |
| 6M | +81.7% | -19.8% | +101.5% | +82.5% |
| YTD | +142.5% | -0.9% | +143.4% | +130.8% |
| 1Y | +145.4% | -15.7% | +161.1% | +141.5% |
| All | +145.4% | -13.9% | +159.3% | +141.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling