+57.8%
GD vs VCLT
+16.4%
+41.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +9.5% | +2.8% | +6.7% | +8.5% |
| 3M | -5.8% | -0.4% | -5.5% | -5.8% |
| 6M | +7.7% | -3.1% | +10.8% | +8.7% |
| YTD | +11.1% | -2.7% | +13.7% | +11.8% |
| 1Y | +6.1% | -3.7% | +9.7% | +7.2% |
| All | +57.8% | +16.4% | +41.4% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling