+61.7%
GAP vs VCLT
+99.5%
-37.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -5.2% | -1.9% | -3.3% | -4.6% |
| 30D | -6.9% | +1.4% | -8.4% | -7.3% |
| 3M | +5.7% | -1.8% | +7.5% | +6.3% |
| 6M | +0.9% | -3.9% | +4.8% | +2.1% |
| YTD | -14.5% | -3.9% | -10.6% | -13.4% |
| 1Y | -12.1% | -4.7% | -7.4% | -10.8% |
| 3Y | +72.2% | +14.1% | +58.1% | +67.8% |
| 5Y | +4.5% | -16.6% | +21.2% | +2.7% |
| 10Y | +3.3% | +21.4% | -18.1% | +11.6% |
| All | +61.7% | +99.5% | -37.7% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling