+177.4%
GD vs VCLT
+20.2%
+157.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -3.0% | +1.2% | -4.3% | -3.4% |
| 30D | +9.3% | +3.4% | +5.9% | +8.3% |
| 3M | -7.2% | -0.9% | -6.3% | -7.0% |
| 6M | +5.5% | -3.1% | +8.6% | +6.3% |
| YTD | +9.5% | -2.4% | +11.8% | +10.1% |
| 1Y | +6.4% | -2.7% | +9.1% | +7.2% |
| 3Y | +59.8% | +16.9% | +43.0% | +53.0% |
| 5Y | +98.0% | -17.0% | +115.0% | +106.2% |
| 10Y | +177.4% | +22.1% | +155.3% | +185.4% |
| All | +177.4% | +20.2% | +157.2% | +185.4% |
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