+112.9%
GME vs VLTO
+70.6%
+42.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | -4.8% | +17.5% | -22.3% | -8.3% |
| 3M | +39.2% | +21.4% | +17.8% | +32.8% |
| 6M | +17.1% | +38.1% | -21.1% | +7.8% |
| YTD | +28.7% | +19.0% | +9.7% | +23.6% |
| 1Y | +23.3% | +20.7% | +2.7% | +17.8% |
| 3Y | +112.9% | +64.3% | +48.7% | +98.3% |
| All | +112.9% | +70.6% | +42.3% | +98.3% |
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