+5.6%
GTLB vs VLTO
+70.6%
-65.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.6% |
| 7D | -0.7% | +1.0% | -1.7% | -1.3% |
| 30D | -10.2% | +17.5% | -27.7% | -18.3% |
| 3M | +10.1% | +21.4% | -11.3% | -1.8% |
| 6M | +116.5% | +38.1% | +78.3% | +78.2% |
| YTD | +27.2% | +19.0% | +8.2% | +14.4% |
| 1Y | +8.6% | +20.7% | -12.1% | -3.6% |
| 3Y | +5.6% | +64.3% | -58.7% | -15.5% |
| All | +5.6% | +70.6% | -65.0% | -15.5% |
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 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