-2.7%
GFS vs VCLT
-15.2%
+12.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | -16.4% | -0.6% | -15.8% | -16.0% |
| 3M | -41.6% | -2.2% | -39.3% | -40.4% |
| 6M | -3.7% | -2.9% | -0.8% | -0.9% |
| YTD | +29.3% | -2.1% | +31.4% | +32.1% |
| 1Y | +37.1% | -2.6% | +39.7% | +40.6% |
| 3Y | -22.1% | +12.5% | -34.6% | -29.5% |
| All | -2.7% | -15.2% | +12.5% | +16.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling