+5.3%
GTLB vs VLTO
+56.1%
-50.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.5% |
| 7D | -9.6% | +2.0% | -11.6% | -10.6% |
| 30D | -14.5% | +21.8% | -36.3% | -24.0% |
| 3M | +20.9% | +20.2% | +0.7% | +8.3% |
| 6M | +81.4% | +36.3% | +45.0% | +50.2% |
| YTD | +25.6% | +18.8% | +6.7% | +12.8% |
| 1Y | +3.4% | +20.4% | -17.0% | -8.2% |
| 3Y | +8.9% | +71.9% | -63.0% | -22.4% |
| All | +5.3% | +56.1% | -50.8% | -19.5% |
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 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