+202.4%
VLO vs GPC
-1.1%
+203.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +5.2% | +1.2% | +4.0% | +5.1% |
| 30D | +22.6% | +6.0% | +16.6% | +21.7% |
| 3M | +43.8% | +42.6% | +1.1% | +35.7% |
| 6M | +65.7% | +22.8% | +43.0% | +61.0% |
| YTD | +131.1% | +15.5% | +115.6% | +126.6% |
| 1Y | +143.6% | +2.0% | +141.6% | +145.9% |
| All | +202.4% | -1.1% | +203.5% | +196.9% |
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