+35,889.1%
VLO vs GPC
+2,341.8%
+33,547.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | +5.2% | +1.2% | +4.0% | +4.6% |
| 30D | +22.6% | +6.0% | +16.6% | +18.9% |
| 3M | +43.8% | +42.6% | +1.1% | +17.6% |
| 6M | +65.7% | +22.8% | +43.0% | +44.8% |
| YTD | +131.1% | +15.5% | +115.6% | +106.0% |
| 1Y | +143.6% | +2.0% | +141.6% | +130.9% |
| 3Y | +201.4% | -1.4% | +202.8% | +176.9% |
| 5Y | +568.9% | +30.6% | +538.3% | +413.8% |
| 10Y | +891.8% | +80.6% | +811.2% | +528.3% |
| All | +35,889.1% | +2,341.8% | +33,547.3% | +8,566.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling