-11.1%
GAP vs VLTO
+32.8%
-43.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -15.4% |
| 3M | +5.5% | +19.6% | -14.2% | -1.0% |
| 6M | -11.1% | +35.2% | -46.2% | -21.4% |
| All | -11.1% | +32.8% | -43.9% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling