-32.0%
GFS vs VCLT
-17.3%
-14.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.7% |
| 7D | -3.1% | +1.2% | -4.4% | -4.2% |
| 30D | -16.0% | +3.4% | -19.4% | -18.5% |
| 3M | -24.7% | -0.9% | -23.8% | -24.2% |
| 6M | -45.1% | -3.1% | -42.0% | -43.6% |
| YTD | +16.5% | -2.4% | +18.8% | +19.1% |
| 1Y | +19.3% | -2.7% | +22.0% | +22.4% |
| 3Y | -20.0% | +16.9% | -36.8% | -29.7% |
| 5Y | -32.0% | -17.0% | -15.0% | -20.6% |
| All | -32.0% | -17.3% | -14.8% | -20.6% |
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