-35.4%
GIS vs VLTO
+56.1%
-91.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +0.4% | +2.0% | -1.7% | -0.1% |
| 30D | +10.1% | +21.8% | -11.7% | +5.1% |
| 3M | -3.7% | +20.2% | -23.9% | -7.8% |
| 6M | +4.3% | +36.3% | -32.1% | -2.3% |
| YTD | -19.8% | +18.8% | -38.6% | -23.5% |
| 1Y | -20.5% | +20.4% | -40.9% | -24.3% |
| 3Y | -38.3% | +71.9% | -110.2% | -42.7% |
| All | -35.4% | +56.1% | -91.5% | -40.3% |
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