+373.7%
GFI vs VLTO
+26.2%
+347.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +5.7% | -1.6% | +7.2% | +5.9% |
| 30D | +15.6% | -2.9% | +18.5% | +16.0% |
| 3M | +31.5% | +12.7% | +18.8% | +29.7% |
| 6M | -3.7% | +1.6% | -5.3% | -4.0% |
| YTD | +11.2% | -4.0% | +15.2% | +11.2% |
| 1Y | +36.4% | -10.2% | +46.5% | +37.1% |
| All | +373.7% | +26.2% | +347.5% | +362.8% |
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