-2.9%
GAP vs VLTO
+18.3%
-21.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -3.8% | +5.4% | -9.2% | -5.2% |
| 30D | -9.0% | +22.3% | -31.3% | -14.8% |
| 3M | +5.5% | +19.6% | -14.2% | -0.5% |
| 6M | -11.1% | +35.2% | -46.2% | -19.6% |
| YTD | -13.6% | +17.9% | -31.4% | -16.1% |
| 1Y | -2.9% | +19.5% | -22.4% | -6.7% |
| All | -2.9% | +18.3% | -21.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling