+5.8%
GAP vs VCLT
-15.5%
+21.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.4% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -0.7% | +0.1% | -0.8% | -0.8% |
| 3M | -0.5% | -2.9% | +2.4% | +1.9% |
| 6M | -5.0% | -4.0% | -1.0% | -1.8% |
| YTD | -14.7% | -2.2% | -12.4% | -13.1% |
| 1Y | -8.6% | -2.6% | -6.1% | -6.7% |
| 3Y | +108.4% | +12.3% | +96.1% | +89.8% |
| 5Y | +5.8% | -16.4% | +22.2% | -3.4% |
| All | +5.8% | -15.5% | +21.3% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling