-4.3%
GPC vs VLTO
+54.1%
-58.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +1.7% | +12.0% | -10.3% | -3.2% |
| 30D | -2.3% | +20.8% | -23.1% | -10.0% |
| 3M | -4.5% | +20.1% | -24.6% | -11.8% |
| 6M | +21.6% | +32.6% | -11.1% | +7.9% |
| YTD | +4.0% | +17.3% | -13.3% | -3.4% |
| 1Y | +3.5% | +17.3% | -13.8% | -4.1% |
| 3Y | +2.1% | +66.9% | -64.8% | -15.3% |
| All | -4.3% | +54.1% | -58.4% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling