-4.8%
GPC vs VLTO
+57.1%
-61.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -1.0% |
| 7D | -2.1% | +1.5% | -3.6% | -2.7% |
| 30D | -4.5% | +20.9% | -25.5% | -12.0% |
| 3M | -7.7% | +21.4% | -29.1% | -15.1% |
| 6M | +24.3% | +37.6% | -13.3% | +8.7% |
| YTD | +3.5% | +19.5% | -16.1% | -4.7% |
| 1Y | +0.7% | +22.0% | -21.3% | -8.2% |
| 3Y | 0.0% | +70.7% | -70.7% | -17.8% |
| All | -4.8% | +57.1% | -61.9% | -19.0% |
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