+6,674.5%
VLO vs GME
+1,082.6%
+5,591.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +5.2% | +7.2% | -2.0% | +4.7% |
| 30D | +22.6% | +0.8% | +21.8% | +22.5% |
| 3M | +43.8% | -14.0% | +57.7% | +45.2% |
| 6M | +65.7% | -19.7% | +85.5% | +67.9% |
| YTD | +131.1% | -4.6% | +135.7% | +130.8% |
| 1Y | +143.6% | -14.3% | +158.0% | +145.1% |
| 3Y | +201.4% | +4.0% | +197.4% | +170.1% |
| 5Y | +568.9% | -62.2% | +631.1% | +515.0% |
| 10Y | +891.8% | +241.4% | +650.4% | +248.4% |
| All | +6,674.5% | +1,082.6% | +5,591.9% | +1,614.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling