+473.2%
VLO vs GPC
+4.3%
+468.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +9.6% | +0.4% | +9.2% | +9.5% |
| 30D | -17.4% | -6.3% | -11.1% | -16.3% |
| 3M | +10.8% | -8.2% | +18.9% | +12.5% |
| 6M | +56.9% | +27.1% | +29.9% | +46.1% |
| YTD | +136.8% | +3.1% | +133.7% | +131.8% |
| 1Y | +120.7% | +0.1% | +120.6% | +118.0% |
| 3Y | +231.9% | +0.2% | +231.7% | +215.1% |
| All | +473.2% | +4.3% | +468.9% | +423.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling