-20.0%
GFS vs VCLT
+15.4%
-35.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.7% |
| 7D | -3.1% | +1.2% | -4.4% | -4.3% |
| 30D | -16.0% | +3.4% | -19.4% | -18.8% |
| 3M | -24.7% | -0.9% | -23.8% | -24.1% |
| 6M | -45.1% | -3.1% | -42.0% | -43.4% |
| YTD | +16.5% | -2.4% | +18.8% | +19.3% |
| 1Y | +19.3% | -2.7% | +22.0% | +22.7% |
| 3Y | -20.0% | +16.9% | -36.8% | -33.8% |
| All | -20.0% | +15.4% | -35.4% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling