+7.5%
GTLB vs VLTO
+54.8%
-47.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -11.1% | +5.4% | -16.5% | -13.7% |
| 30D | -7.5% | +22.3% | -29.8% | -18.0% |
| 3M | +34.8% | +19.6% | +15.2% | +21.0% |
| 6M | +98.0% | +35.2% | +62.8% | +64.8% |
| YTD | +28.1% | +17.9% | +10.3% | +15.7% |
| 1Y | +5.6% | +19.5% | -14.0% | -6.0% |
| 3Y | +15.9% | +73.9% | -58.0% | -18.0% |
| All | +7.5% | +54.8% | -47.4% | -17.5% |
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