+632.4%
GEV vs VCLT
+4.3%
+628.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.6% | -1.4% | +3.0% | +2.6% |
| 30D | -7.9% | -1.2% | -6.8% | -7.2% |
| 3M | +5.6% | -4.8% | +10.4% | +9.3% |
| 6M | +13.1% | -2.6% | +15.6% | +15.6% |
| YTD | +46.7% | -3.3% | +50.1% | +50.5% |
| 1Y | +51.3% | -4.8% | +56.1% | +56.4% |
| All | +632.4% | +4.3% | +628.1% | +580.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling