+502.4%
GFI vs VCLT
-17.2%
+519.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.9% | -1.4% | -3.5% | -3.5% |
| 30D | +10.7% | -1.2% | +11.9% | +12.1% |
| 3M | +25.6% | -4.8% | +30.4% | +32.1% |
| 6M | -8.3% | -2.6% | -5.7% | -5.1% |
| YTD | +6.3% | -3.3% | +9.7% | +10.6% |
| 1Y | +22.1% | -4.8% | +26.9% | +28.9% |
| 3Y | +289.2% | +11.5% | +277.7% | +249.6% |
| All | +502.4% | -17.2% | +519.6% | +555.4% |
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