+218.2%
GLD vs VCLT
+16.9%
+201.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | +3.2% | -2.9% | +6.1% | +4.2% |
| 6M | -14.6% | -4.0% | -10.7% | -13.5% |
| YTD | +1.8% | -2.2% | +4.0% | +2.6% |
| 1Y | +20.7% | -2.6% | +23.3% | +21.8% |
| 3Y | +126.5% | +12.3% | +114.2% | +117.3% |
| 5Y | +140.0% | -16.4% | +156.4% | +151.9% |
| 10Y | +218.2% | +18.1% | +200.2% | +177.0% |
| All | +218.2% | +16.9% | +201.3% | +177.0% |
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 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