-16.4%
GFS vs VCLT
-15.7%
-0.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.3% |
| 7D | -7.8% | +0.3% | -8.1% | -8.1% |
| 30D | -19.7% | +3.7% | -23.3% | -22.2% |
| 3M | -23.1% | -1.0% | -22.2% | -22.6% |
| 6M | -46.4% | -3.4% | -43.0% | -44.7% |
| YTD | +11.0% | -2.6% | +13.6% | +13.8% |
| 1Y | +12.6% | -3.3% | +15.9% | +16.1% |
| 3Y | -24.9% | +17.3% | -42.3% | -34.3% |
| 5Y | -39.1% | -17.0% | -22.1% | -26.2% |
| All | -16.4% | -15.7% | -0.7% | +0.7% |
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