+682.4%
GD vs VCLT
+103.4%
+579.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | -6.4% | -0.9% | -5.6% | -6.4% |
| 3M | +5.7% | -3.2% | +8.9% | +5.9% |
| 6M | -0.9% | -3.8% | +2.9% | -0.7% |
| YTD | +8.2% | -2.0% | +10.2% | +8.3% |
| 1Y | +13.4% | -0.8% | +14.2% | +13.5% |
| 3Y | +68.5% | +12.3% | +56.2% | +67.7% |
| 5Y | +97.2% | -15.4% | +112.6% | +93.7% |
| 10Y | +190.2% | +15.7% | +174.5% | +206.9% |
| All | +682.4% | +103.4% | +579.0% | +1,070.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling