+12.6%
GFS vs VLTO
+18.3%
-5.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.8% | +6.4% |
| 7D | -7.8% | +5.4% | -13.2% | -6.0% |
| 30D | -19.7% | +22.3% | -42.0% | -13.8% |
| 3M | -23.1% | +19.6% | -42.7% | -17.8% |
| 6M | -46.4% | +35.2% | -81.5% | -41.9% |
| YTD | +11.0% | +17.9% | -6.8% | +20.8% |
| 1Y | +12.6% | +19.5% | -6.9% | +22.8% |
| All | +12.6% | +18.3% | -5.6% | +22.8% |
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