-20.7%
GFS vs VLTO
+27.2%
-47.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +1.0% | -2.3% | +3.3% | +1.8% |
| 30D | -8.6% | -0.9% | -7.7% | -8.4% |
| 3M | -46.5% | +13.8% | -60.4% | -50.2% |
| 6M | -4.8% | +2.0% | -6.8% | -6.2% |
| YTD | +29.7% | -3.2% | +32.8% | +30.8% |
| 1Y | +35.8% | -9.2% | +45.0% | +41.8% |
| All | -20.7% | +27.2% | -47.8% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling