+199.0%
VLO vs GPC
+1.0%
+198.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.2% |
| 7D | -13.3% | +1.6% | -14.9% | -13.5% |
| 30D | -18.3% | -2.1% | -16.2% | -18.1% |
| 3M | +14.3% | -6.8% | +21.1% | +15.2% |
| 6M | +47.6% | +18.6% | +29.0% | +42.7% |
| YTD | +116.0% | +2.7% | +113.3% | +114.5% |
| 1Y | +101.0% | +1.8% | +99.2% | +99.9% |
| 3Y | +199.0% | +1.1% | +198.0% | +187.0% |
| All | +199.0% | +1.0% | +198.0% | +187.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling