+93.8%
GD vs VCLT
-17.3%
+111.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% | -6.6% | -7.7% |
| 6M | +2.9% | -3.8% | +6.7% | +3.9% |
| YTD | +7.1% | -3.1% | +10.2% | +7.9% |
| 1Y | +5.9% | -3.8% | +9.7% | +6.9% |
| 3Y | +53.9% | +16.7% | +37.1% | +48.0% |
| All | +93.8% | -17.3% | +111.2% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling