+98.1%
GIS vs VCLT
+103.3%
-5.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -8.3% | +0.3% | -8.6% | -8.3% |
| 30D | +2.2% | -0.6% | +2.7% | +2.2% |
| 3M | +15.7% | -2.2% | +17.9% | +15.9% |
| 6M | -12.0% | -2.9% | -9.1% | -11.7% |
| YTD | -15.0% | -2.1% | -12.9% | -14.8% |
| 1Y | -20.1% | -2.6% | -17.5% | -19.9% |
| 3Y | -34.6% | +12.5% | -47.1% | -35.1% |
| 5Y | -22.8% | -15.3% | -7.6% | -23.2% |
| 10Y | -18.5% | +16.6% | -35.1% | -17.1% |
| All | +98.1% | +103.3% | -5.3% | +128.0% |
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