+5.4%
GTLB vs VLTO
+26.2%
-20.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.9% |
| 7D | +4.6% | -1.6% | +6.1% | +5.6% |
| 30D | +21.0% | -2.9% | +23.8% | +23.1% |
| 3M | +51.7% | +12.7% | +39.0% | +40.9% |
| 6M | +89.3% | +1.6% | +87.7% | +86.9% |
| YTD | +25.6% | -4.0% | +29.6% | +28.3% |
| 1Y | -1.5% | -10.2% | +8.6% | +4.4% |
| All | +5.4% | +26.2% | -20.8% | -8.5% |
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