+33,533.0%
VLO vs GPC
+2,071.6%
+31,461.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.7% |
| 7D | -13.3% | +1.6% | -14.9% | -14.1% |
| 30D | -18.3% | -2.1% | -16.2% | -17.7% |
| 3M | +14.3% | -6.8% | +21.1% | +17.6% |
| 6M | +47.6% | +18.6% | +29.0% | +31.4% |
| YTD | +116.0% | +2.7% | +113.3% | +103.1% |
| 1Y | +101.0% | +1.8% | +99.2% | +89.5% |
| 3Y | +199.0% | +1.1% | +198.0% | +169.9% |
| 5Y | +419.0% | +4.1% | +415.0% | +348.1% |
| 10Y | +778.2% | +88.2% | +690.0% | +442.1% |
| All | +33,533.0% | +2,071.6% | +31,461.4% | +8,443.4% |
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