+188.5%
GD vs VCLT
+18.4%
+170.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -5.0% | +0.3% | -5.2% | -5.0% |
| 30D | +8.9% | +3.7% | +5.3% | +7.9% |
| 3M | -8.0% | -1.0% | -7.1% | -7.8% |
| 6M | +2.9% | -3.4% | +6.3% | +3.8% |
| YTD | +7.1% | -2.6% | +9.7% | +7.8% |
| 1Y | +5.9% | -3.3% | +9.2% | +6.8% |
| 3Y | +53.9% | +17.3% | +36.5% | +47.4% |
| 5Y | +95.4% | -17.0% | +112.4% | +102.8% |
| All | +188.5% | +18.4% | +170.1% | +201.3% |
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 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