+512.1%
GE vs VCLT
+103.4%
+408.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -11.6% | -0.9% | -10.7% | -11.5% |
| 3M | +3.0% | -3.2% | +6.3% | +3.3% |
| 6M | -0.5% | -3.8% | +3.3% | -0.3% |
| YTD | +9.7% | -2.0% | +11.8% | +9.9% |
| 1Y | +20.0% | -0.8% | +20.8% | +20.2% |
| 3Y | +275.8% | +12.3% | +263.6% | +274.3% |
| 5Y | +429.1% | -15.4% | +444.5% | +415.5% |
| 10Y | +151.2% | +15.7% | +135.4% | +162.4% |
| All | +512.1% | +103.4% | +408.7% | +797.5% |
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