+352.7%
GFI vs VLTO
+24.3%
+328.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -4.9% | -2.3% | -2.6% | -4.6% |
| 30D | +10.7% | -2.7% | +13.4% | +11.1% |
| 3M | +25.6% | +14.0% | +11.6% | +23.6% |
| 6M | -8.3% | +3.3% | -11.6% | -8.6% |
| YTD | +6.3% | -5.4% | +11.7% | +6.4% |
| 1Y | +22.1% | -13.3% | +35.4% | +23.3% |
| All | +352.7% | +24.3% | +328.5% | +343.1% |
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