+123.1%
GAP vs VLTO
+55.4%
+67.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.7% |
| 7D | -5.2% | +0.8% | -6.0% | -5.6% |
| 30D | -6.9% | +18.7% | -25.6% | -15.9% |
| 3M | +5.7% | +21.7% | -16.0% | -6.0% |
| 6M | +0.9% | +35.8% | -34.9% | -16.4% |
| YTD | -14.5% | +18.3% | -32.7% | -22.8% |
| 1Y | -12.1% | +20.9% | -33.0% | -22.1% |
| 3Y | +72.2% | +68.8% | +3.3% | +35.6% |
| All | +123.1% | +55.4% | +67.8% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling