-28.7%
GFS vs VLTO
+56.1%
-84.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.7% |
| 7D | -3.1% | +2.0% | -5.2% | -3.6% |
| 30D | -16.0% | +21.8% | -37.8% | -20.9% |
| 3M | -24.7% | +20.2% | -44.9% | -28.8% |
| 6M | -45.1% | +36.3% | -81.5% | -51.4% |
| YTD | +16.5% | +18.8% | -2.4% | +10.4% |
| 1Y | +19.3% | +20.4% | -1.1% | +11.7% |
| 3Y | -20.0% | +71.9% | -91.9% | -35.7% |
| All | -28.7% | +56.1% | -84.8% | -41.4% |
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