+174.0%
GD vs VCLT
+20.7%
+153.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.8% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | +10.9% | +2.3% | +8.6% | +10.2% |
| 3M | -6.8% | -1.1% | -5.7% | -6.5% |
| 6M | +7.0% | -4.2% | +11.2% | +8.2% |
| YTD | +11.1% | -3.4% | +14.5% | +12.1% |
| 1Y | +7.0% | -3.8% | +10.8% | +8.1% |
| 3Y | +59.9% | +14.7% | +45.2% | +53.8% |
| 5Y | +102.5% | -16.7% | +119.1% | +110.6% |
| 10Y | +174.0% | +20.5% | +153.5% | +183.0% |
| All | +174.0% | +20.7% | +153.4% | +183.0% |
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