-18.0%
GIS vs VCLT
-0.4%
-17.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -7.8% | -0.5% | -7.3% | -7.7% |
| 30D | +6.6% | -0.9% | +7.4% | +6.6% |
| 3M | +21.0% | -3.2% | +24.2% | +21.6% |
| 6M | -9.1% | -3.8% | -5.3% | -8.7% |
| YTD | -13.6% | -2.0% | -11.6% | -13.4% |
| 1Y | -18.0% | -0.8% | -17.2% | -17.1% |
| All | -18.0% | -0.4% | -17.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling