-2.4%
GFS vs VCLT
-15.2%
+12.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.5% |
| 30D | -8.6% | -0.9% | -7.7% | -7.9% |
| 3M | -46.5% | -3.2% | -43.3% | -44.9% |
| 6M | -4.8% | -3.8% | -1.0% | -1.3% |
| YTD | +29.7% | -2.0% | +31.7% | +32.4% |
| 1Y | +35.8% | -0.8% | +36.6% | +37.3% |
| 3Y | -18.3% | +12.3% | -30.6% | -25.9% |
| All | -2.4% | -15.2% | +12.7% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling