+100.4%
GD vs VCLT
-17.0%
+117.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +1.9% | -1.9% | +3.8% | +2.4% |
| 30D | +9.2% | +1.4% | +7.8% | +8.8% |
| 3M | -7.5% | -1.8% | -5.7% | -7.1% |
| 6M | +5.8% | -3.9% | +9.7% | +6.8% |
| YTD | +9.8% | -3.9% | +13.7% | +10.9% |
| 1Y | +5.8% | -4.7% | +10.5% | +7.0% |
| 3Y | +58.0% | +14.1% | +43.9% | +52.8% |
| 5Y | +100.4% | -16.6% | +117.0% | +96.9% |
| All | +100.4% | -17.0% | +117.4% | +96.9% |
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