+246.7%
GM vs VLTO
+73.3%
+173.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.2% | +3.8% |
| 7D | -0.3% | +2.0% | -2.4% | -1.0% |
| 30D | +8.4% | +21.8% | -13.4% | +1.1% |
| 3M | +2.6% | +20.2% | -17.6% | -3.9% |
| 6M | +14.3% | +36.3% | -22.1% | +2.3% |
| YTD | +11.0% | +18.8% | -7.9% | +4.4% |
| 1Y | +27.8% | +20.4% | +7.4% | +19.3% |
| 3Y | +246.7% | +71.9% | +174.8% | +193.3% |
| All | +246.7% | +73.3% | +173.4% | +193.3% |
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