+69.1%
GAP vs VCLT
+103.3%
-34.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | +9.3% | -0.6% | +9.9% | +9.5% |
| 3M | +6.1% | -2.2% | +8.3% | +6.8% |
| 6M | -2.3% | -2.9% | +0.6% | -1.4% |
| YTD | -10.6% | -2.1% | -8.5% | -10.0% |
| 1Y | -4.4% | -2.6% | -1.9% | -3.7% |
| 3Y | +118.3% | +12.5% | +105.8% | +112.7% |
| 5Y | +12.2% | -15.3% | +27.5% | +9.6% |
| 10Y | +33.7% | +16.6% | +17.1% | +40.5% |
| All | +69.1% | +103.3% | -34.2% | +126.3% |
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