-37.9%
GIS vs VLTO
+55.4%
-93.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -8.1% | +0.8% | -8.9% | -8.2% |
| 30D | +5.3% | +18.7% | -13.4% | +1.1% |
| 3M | -10.5% | +21.7% | -32.2% | -14.5% |
| 6M | +1.8% | +35.8% | -34.0% | -4.5% |
| YTD | -22.9% | +18.3% | -41.2% | -26.4% |
| 1Y | -22.9% | +20.9% | -43.8% | -26.7% |
| 3Y | -40.5% | +68.8% | -109.4% | -44.6% |
| All | -37.9% | +55.4% | -93.2% | -42.5% |
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