+387.8%
GH vs VCLT
+12.6%
+375.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -2.6% | +0.1% | -2.8% | -2.9% |
| 3M | +25.1% | -2.9% | +28.0% | +29.1% |
| 6M | +78.5% | -4.0% | +82.4% | +86.6% |
| YTD | +59.4% | -2.2% | +61.6% | +63.8% |
| 1Y | +173.9% | -2.6% | +176.4% | +181.0% |
| All | +387.8% | +12.6% | +375.2% | +308.3% |
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