+7.6%
GD vs VCLT
-4.7%
+12.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.7% | -2.3% | +4.9% | +3.6% |
| 30D | +8.6% | +0.8% | +7.9% | +8.1% |
| 3M | -7.1% | -2.7% | -4.4% | -6.1% |
| 6M | +7.5% | -4.3% | +11.8% | +9.3% |
| YTD | +9.9% | -4.3% | +14.2% | +11.5% |
| 1Y | +7.6% | -4.4% | +11.9% | +9.2% |
| All | +7.6% | -4.7% | +12.2% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling