+401.3%
GH vs VCLT
+17.3%
+383.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -0.1% | -0.5% | +0.5% | +0.3% |
| 30D | -1.1% | -0.9% | -0.2% | -0.4% |
| 3M | +21.3% | -3.2% | +24.6% | +24.6% |
| 6M | +73.5% | -3.8% | +77.3% | +79.6% |
| YTD | +58.0% | -2.0% | +60.0% | +61.1% |
| 1Y | +163.1% | -0.8% | +163.9% | +164.9% |
| 3Y | +361.0% | +12.3% | +348.8% | +322.5% |
| 5Y | +22.5% | -15.4% | +37.9% | +26.1% |
| All | +401.3% | +17.3% | +383.9% | +386.9% |
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