+620.7%
GEV vs VLTO
+8.7%
+612.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +3.3% | -2.3% | +5.6% | +3.9% |
| 30D | -7.5% | -0.9% | -6.6% | -7.3% |
| 3M | -2.2% | +13.8% | -16.0% | -7.5% |
| 6M | +12.1% | +2.0% | +10.1% | +11.2% |
| YTD | +44.4% | -3.2% | +47.6% | +46.2% |
| 1Y | +57.7% | -9.2% | +66.8% | +65.4% |
| All | +620.7% | +8.7% | +612.0% | +532.0% |
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