+17.5%
GFS vs VLTO
+20.2%
-2.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +5.2% |
| 7D | -3.1% | +2.0% | -5.2% | -2.5% |
| 30D | -16.0% | +21.8% | -37.8% | -10.0% |
| 3M | -24.7% | +20.2% | -44.9% | -19.3% |
| 6M | -45.1% | +36.3% | -81.5% | -40.4% |
| YTD | +16.5% | +18.8% | -2.4% | +27.1% |
| All | +17.5% | +20.2% | -2.7% | +28.8% |
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