+110.2%
GLD vs VLTO
+56.4%
+53.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.2% |
| 7D | -4.6% | +1.0% | -5.6% | -4.6% |
| 30D | -5.5% | +17.5% | -22.9% | -5.5% |
| 3M | -10.9% | +21.4% | -32.3% | -11.0% |
| 6M | -17.4% | +38.1% | -55.6% | -17.7% |
| YTD | -10.3% | +19.0% | -29.3% | -10.7% |
| 1Y | -7.2% | +20.7% | -27.8% | -7.6% |
| 3Y | +96.9% | +64.3% | +32.6% | +99.7% |
| All | +110.2% | +56.4% | +53.8% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling