+27.2%
GFS vs VLTO
+21.9%
+5.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.5% |
| 7D | +7.4% | +1.0% | +6.4% | +7.7% |
| 30D | -15.3% | +17.5% | -32.7% | -10.0% |
| 3M | -21.1% | +21.4% | -42.5% | -15.4% |
| 6M | -44.5% | +38.1% | -82.6% | -40.0% |
| YTD | +19.2% | +19.0% | +0.2% | +30.4% |
| 1Y | +27.2% | +20.7% | +6.6% | +39.7% |
| All | +27.2% | +21.9% | +5.4% | +39.7% |
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