-29.3%
GFS vs VLTO
+68.7%
-98.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.5% | -9.8% |
| 7D | -20.7% | +12.0% | -32.7% | -23.0% |
| 30D | -25.2% | +20.8% | -46.1% | -29.2% |
| 3M | -26.3% | +20.1% | -46.4% | -30.2% |
| 6M | -50.7% | +32.6% | -83.3% | -55.7% |
| YTD | +4.5% | +17.3% | -12.8% | -0.1% |
| 1Y | +2.5% | +17.3% | -14.8% | -2.5% |
| All | -29.3% | +68.7% | -98.0% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling