+122.0%
GLD vs VLTO
+54.1%
+67.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +1.9% | +12.0% | -10.1% | +1.9% |
| 30D | -1.8% | +20.8% | -22.6% | -1.9% |
| 3M | -3.6% | +20.1% | -23.7% | -3.8% |
| 6M | -10.2% | +32.6% | -42.8% | -10.5% |
| YTD | -5.3% | +17.3% | -22.6% | -5.6% |
| 1Y | +2.5% | +17.3% | -14.8% | +2.1% |
| 3Y | +103.2% | +66.9% | +36.3% | +107.1% |
| All | +122.0% | +54.1% | +67.9% | +121.8% |
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