+503.4%
GE vs VCLT
+98.6%
+404.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.7% | -2.3% | +4.9% | +2.8% |
| 30D | +8.1% | +0.8% | +7.3% | +8.0% |
| 3M | -7.9% | -2.7% | -5.2% | -7.7% |
| 6M | +12.9% | -4.3% | +17.2% | +13.3% |
| YTD | +8.2% | -4.3% | +12.5% | +8.6% |
| 1Y | +9.7% | -4.4% | +14.0% | +10.1% |
| 3Y | +266.1% | +13.8% | +252.3% | +265.3% |
| 5Y | +407.4% | -17.0% | +424.3% | +395.4% |
| 10Y | +150.3% | +20.9% | +129.4% | +171.4% |
| All | +503.4% | +98.6% | +404.8% | +786.3% |
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 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