+186.8%
GS vs VLTO
+68.7%
+118.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.2% |
| 7D | -6.3% | +12.0% | -18.3% | -9.8% |
| 30D | -3.1% | +20.8% | -24.0% | -9.3% |
| 3M | -17.7% | +20.1% | -37.8% | -22.8% |
| 6M | -4.6% | +32.6% | -37.2% | -14.9% |
| YTD | +0.3% | +17.3% | -17.0% | -4.9% |
| 1Y | +11.7% | +17.3% | -5.6% | +5.6% |
| All | +186.8% | +68.7% | +118.1% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling