+463.1%
GH vs VLTO
+56.1%
+407.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.9% |
| 7D | -7.0% | +2.0% | -9.0% | -7.7% |
| 30D | -5.2% | +21.8% | -27.0% | -13.0% |
| 3M | -5.8% | +20.2% | -26.0% | -13.2% |
| 6M | +65.9% | +36.3% | +29.6% | +42.3% |
| YTD | +55.5% | +18.8% | +36.6% | +43.4% |
| 1Y | +64.2% | +20.4% | +43.8% | +50.1% |
| 3Y | +606.0% | +71.9% | +534.1% | +451.4% |
| All | +463.1% | +56.1% | +407.0% | +352.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling