+27.9%
GAP vs VCLT
+17.1%
+10.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | -4.1% | -1.4% | -2.7% | -3.4% |
| 30D | +6.2% | -1.2% | +7.4% | +6.9% |
| 3M | -0.7% | -4.8% | +4.1% | +2.0% |
| 6M | -7.1% | -2.6% | -4.5% | -5.7% |
| YTD | -14.1% | -3.3% | -10.7% | -12.4% |
| 1Y | -8.5% | -4.8% | -3.7% | -5.9% |
| 3Y | +115.4% | +11.5% | +103.8% | +104.3% |
| 5Y | +9.8% | -17.0% | +26.8% | +13.1% |
| All | +27.9% | +17.1% | +10.8% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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