+73.3%
GD vs VLTO
+54.1%
+19.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -3.9% | +12.0% | -15.9% | -6.7% |
| 30D | +8.1% | +20.8% | -12.8% | +3.0% |
| 3M | -6.8% | +20.1% | -26.9% | -11.1% |
| 6M | +3.0% | +32.6% | -29.6% | -4.4% |
| YTD | +7.8% | +17.3% | -9.6% | +2.6% |
| 1Y | +5.8% | +17.3% | -11.5% | +0.7% |
| 3Y | +55.3% | +66.9% | -11.6% | +51.9% |
| All | +73.3% | +54.1% | +19.1% | +65.5% |
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