-22.9%
GIS vs VLTO
+20.4%
-43.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -8.1% | +0.8% | -8.9% | -8.3% |
| 30D | +5.3% | +18.7% | -13.4% | -1.1% |
| 3M | -10.5% | +21.7% | -32.2% | -16.6% |
| 6M | +1.8% | +35.8% | -34.0% | -6.8% |
| YTD | -22.9% | +18.3% | -41.2% | -29.6% |
| 1Y | -22.9% | +20.9% | -43.8% | -29.7% |
| All | -22.9% | +20.4% | -43.4% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling