-5.5%
GPC vs VLTO
+54.8%
-60.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +1.6% | +5.4% | -3.8% | -0.6% |
| 30D | -2.1% | +22.3% | -24.4% | -10.2% |
| 3M | -6.8% | +19.6% | -26.4% | -13.8% |
| 6M | +18.6% | +35.2% | -16.6% | +4.5% |
| YTD | +2.7% | +17.9% | -15.2% | -4.9% |
| 1Y | +1.8% | +19.5% | -17.7% | -6.4% |
| 3Y | +1.1% | +73.9% | -72.9% | -17.5% |
| All | -5.5% | +54.8% | -60.4% | -19.1% |
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 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