+87.6%
GNRC vs VLTO
+56.4%
+31.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +7.9% | +1.0% | +6.9% | +7.4% |
| 30D | -3.7% | +17.5% | -21.2% | -11.1% |
| 3M | -11.9% | +21.4% | -33.3% | -20.3% |
| 6M | -28.6% | +38.1% | -66.7% | -40.8% |
| YTD | +39.9% | +19.0% | +20.9% | +26.9% |
| 1Y | +23.4% | +20.7% | +2.7% | +10.7% |
| 3Y | +84.2% | +64.3% | +20.0% | +46.2% |
| All | +87.6% | +56.4% | +31.2% | +47.1% |
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