+17.7%
GFS vs VLTO
+18.3%
-0.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -5.7% |
| 7D | -12.5% | +13.8% | -26.3% | -8.1% |
| 30D | -16.9% | +21.2% | -38.1% | -11.3% |
| 3M | -22.3% | +21.5% | -43.7% | -16.7% |
| 6M | -40.2% | +33.0% | -73.2% | -35.2% |
| YTD | +16.0% | +17.8% | -1.8% | +26.2% |
| 1Y | +17.7% | +18.1% | -0.5% | +27.8% |
| All | +17.7% | +18.3% | -0.6% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling