+215.8%
GFI vs VLTO
+70.6%
+145.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -8.7% | +1.0% | -9.7% | -8.8% |
| 30D | +0.6% | +17.5% | -16.9% | -1.8% |
| 3M | -7.5% | +21.4% | -28.9% | -10.3% |
| 6M | -18.3% | +38.1% | -56.5% | -22.6% |
| YTD | -13.8% | +19.0% | -32.8% | -16.6% |
| 1Y | -8.8% | +20.7% | -29.5% | -12.1% |
| 3Y | +215.8% | +64.3% | +151.6% | +171.5% |
| All | +215.8% | +70.6% | +145.3% | +171.5% |
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