-39.0%
GIS vs VLTO
+70.6%
-109.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | -3.4% | +1.0% | -4.3% | -3.6% |
| 30D | +6.9% | +17.5% | -10.6% | +2.4% |
| 3M | -10.1% | +21.4% | -31.5% | -14.6% |
| 6M | +5.9% | +38.1% | -32.3% | -1.9% |
| YTD | -21.1% | +19.0% | -40.1% | -25.2% |
| 1Y | -22.5% | +20.7% | -43.1% | -26.8% |
| 3Y | -39.0% | +64.3% | -103.3% | -44.9% |
| All | -39.0% | +70.6% | -109.6% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling