+194.5%
GM vs VLTO
+56.3%
+138.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.4% | +1.6% | -1.2% | -0.2% |
| 30D | +7.2% | +22.0% | -14.7% | -0.3% |
| 3M | +1.0% | +21.9% | -20.9% | -6.0% |
| 6M | +13.0% | +36.5% | -23.5% | +0.8% |
| YTD | +9.8% | +19.0% | -9.2% | +2.9% |
| 1Y | +25.9% | +21.0% | +4.9% | +17.0% |
| 3Y | +240.4% | +69.9% | +170.5% | +171.6% |
| All | +194.5% | +56.3% | +138.1% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling