-30.4%
GIS vs VLTO
+27.2%
-57.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | -7.8% | -2.3% | -5.6% | -7.4% |
| 30D | +6.6% | -0.9% | +7.4% | +6.8% |
| 3M | +21.0% | +13.8% | +7.2% | +18.5% |
| 6M | -9.1% | +2.0% | -11.1% | -9.6% |
| YTD | -13.6% | -3.2% | -10.4% | -13.5% |
| 1Y | -18.0% | -9.2% | -8.8% | -17.2% |
| All | -30.4% | +27.2% | -57.5% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling