+58.6%
GD vs VLTO
+69.4%
-10.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | +3.0% | +13.8% | -10.9% | -1.1% |
| 30D | +10.5% | +21.2% | -10.7% | +4.2% |
| 3M | -5.0% | +21.5% | -26.4% | -10.6% |
| 6M | +5.5% | +33.0% | -27.5% | -3.7% |
| YTD | +10.3% | +17.8% | -7.4% | +4.1% |
| 1Y | +8.2% | +18.1% | -10.0% | +1.8% |
| All | +58.6% | +69.4% | -10.8% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling