+3,857.7%
VLO vs GNRC
+2,120.5%
+1,737.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.7% | +2.9% |
| 7D | +5.8% | +4.8% | +0.9% | +4.7% |
| 30D | +28.3% | -10.4% | +38.7% | +31.1% |
| 3M | +48.7% | -28.5% | +77.2% | +58.0% |
| 6M | +71.9% | -6.8% | +78.7% | +70.3% |
| YTD | +138.7% | +39.5% | +99.2% | +114.5% |
| 1Y | +148.5% | +3.4% | +145.1% | +136.8% |
| 3Y | +192.7% | +65.1% | +127.5% | +142.0% |
| 5Y | +601.6% | -57.1% | +658.7% | +650.7% |
| 10Y | +900.2% | +432.5% | +467.7% | +368.8% |
| All | +3,857.7% | +2,120.5% | +1,737.2% | +942.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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