-32.0%
GFS vs VLTO
+54.8%
-86.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.8% | +6.1% |
| 7D | -7.8% | +5.4% | -13.2% | -9.1% |
| 30D | -19.7% | +22.3% | -42.0% | -24.4% |
| 3M | -23.1% | +19.6% | -42.7% | -27.2% |
| 6M | -46.4% | +35.2% | -81.5% | -52.4% |
| YTD | +11.0% | +17.9% | -6.8% | +5.4% |
| 1Y | +12.6% | +19.5% | -6.9% | +5.6% |
| 3Y | -24.9% | +73.9% | -98.9% | -40.1% |
| All | -32.0% | +54.8% | -86.9% | -44.0% |
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 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