+900.2%
VLO vs GPC
+79.8%
+820.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +4.7% |
| 7D | +5.8% | +0.2% | +5.6% | +5.6% |
| 30D | +28.3% | -0.4% | +28.7% | +28.3% |
| 3M | +48.7% | +39.2% | +9.6% | +23.1% |
| 6M | +71.9% | +18.2% | +53.7% | +53.4% |
| YTD | +138.7% | +12.1% | +126.6% | +116.2% |
| 1Y | +148.5% | -0.7% | +149.1% | +140.0% |
| 3Y | +192.7% | -1.7% | +194.3% | +168.2% |
| 5Y | +601.6% | +29.3% | +572.3% | +410.7% |
| 10Y | +900.2% | +80.7% | +819.5% | +466.3% |
| All | +900.2% | +79.8% | +820.3% | +466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling