+388.8%
GH vs VCLT
+15.8%
+373.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -2.5% | -1.4% | -1.1% | -1.4% |
| 30D | -4.7% | -1.2% | -3.5% | -3.8% |
| 3M | +20.2% | -4.8% | +25.0% | +25.1% |
| 6M | +78.8% | -2.6% | +81.4% | +83.3% |
| YTD | +54.1% | -3.3% | +57.4% | +58.9% |
| 1Y | +177.1% | -4.8% | +181.9% | +188.6% |
| 3Y | +371.6% | +11.5% | +360.1% | +334.9% |
| 5Y | +21.9% | -17.0% | +38.9% | +27.1% |
| All | +388.8% | +15.8% | +373.0% | +380.1% |
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