+52.3%
CG vs VLTO
+56.3%
-4.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +2.0% | +1.6% | +0.3% | +1.0% |
| 30D | +8.5% | +22.0% | -13.4% | -4.2% |
| 3M | -12.1% | +21.9% | -34.0% | -22.5% |
| 6M | -16.4% | +36.5% | -52.9% | -32.0% |
| YTD | -28.0% | +19.0% | -46.9% | -35.6% |
| 1Y | -18.9% | +21.0% | -39.9% | -28.7% |
| 3Y | +51.2% | +69.9% | -18.6% | +11.7% |
| All | +52.3% | +56.3% | -4.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling