+77.4%
GD vs VLTO
+54.7%
+22.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +3.0% | +13.8% | -10.9% | -0.4% |
| 30D | +10.5% | +21.2% | -10.7% | +5.2% |
| 3M | -5.0% | +21.5% | -26.4% | -9.6% |
| 6M | +5.5% | +33.0% | -27.5% | -2.1% |
| YTD | +10.3% | +17.8% | -7.4% | +5.0% |
| 1Y | +8.2% | +18.1% | -10.0% | +2.8% |
| 3Y | +59.0% | +67.6% | -8.6% | +55.4% |
| All | +77.4% | +54.7% | +22.7% | +69.3% |
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