+133.8%
GAP vs VLTO
+27.2%
+106.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.4% |
| 7D | -4.5% | -2.3% | -2.2% | -3.2% |
| 30D | +9.0% | -0.9% | +9.9% | +9.5% |
| 3M | +5.0% | +13.8% | -8.8% | -3.3% |
| 6M | -17.8% | +2.0% | -19.8% | -19.1% |
| YTD | -10.4% | -3.2% | -7.2% | -8.9% |
| 1Y | -3.4% | -9.2% | +5.8% | +2.5% |
| All | +133.8% | +27.2% | +106.6% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling