-3.3%
GPC vs VLTO
+56.1%
-59.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.0% |
| 7D | +0.8% | +2.0% | -1.2% | 0.0% |
| 30D | -1.1% | +21.8% | -22.9% | -9.1% |
| 3M | -6.6% | +20.2% | -26.9% | -13.8% |
| 6M | +22.2% | +36.3% | -14.1% | +7.3% |
| YTD | +5.1% | +18.8% | -13.8% | -3.0% |
| 1Y | +2.8% | +20.4% | -17.6% | -5.8% |
| 3Y | +2.4% | +71.9% | -69.5% | -16.0% |
| All | -3.3% | +56.1% | -59.5% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling