-20.1%
GFS vs VCLT
+14.4%
-34.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +7.4% | -2.3% | +9.6% | +9.6% |
| 30D | -15.3% | +0.8% | -16.0% | -16.1% |
| 3M | -21.1% | -2.7% | -18.4% | -19.3% |
| 6M | -44.5% | -4.3% | -40.2% | -42.1% |
| YTD | +19.2% | -4.3% | +23.5% | +24.4% |
| 1Y | +27.2% | -4.4% | +31.6% | +32.9% |
| 3Y | -20.1% | +13.8% | -33.9% | -30.8% |
| All | -20.1% | +14.4% | -34.5% | -30.8% |
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