+121.2%
GAP vs VLTO
+56.4%
+64.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.2% |
| 7D | -1.9% | +1.0% | -2.9% | -2.4% |
| 30D | -7.1% | +17.5% | -24.5% | -15.5% |
| 3M | +4.1% | +21.4% | -17.3% | -7.3% |
| 6M | +1.9% | +38.1% | -36.2% | -16.4% |
| YTD | -15.2% | +19.0% | -34.2% | -23.8% |
| 1Y | -10.6% | +20.7% | -31.3% | -20.6% |
| 3Y | +74.6% | +64.3% | +10.3% | +38.9% |
| All | +121.2% | +56.4% | +64.9% | +82.8% |
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