+208.4%
GLD vs VCLT
+20.7%
+187.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -4.0% | +2.3% | -6.2% | -4.7% |
| 3M | -8.2% | -1.1% | -7.2% | -7.9% |
| 6M | -14.8% | -4.2% | -10.7% | -13.6% |
| YTD | -6.8% | -3.4% | -3.4% | -5.7% |
| 1Y | -2.4% | -3.8% | +1.4% | -1.1% |
| 3Y | +105.8% | +14.7% | +91.1% | +96.1% |
| 5Y | +113.3% | -16.7% | +130.0% | +124.2% |
| 10Y | +208.4% | +20.5% | +188.0% | +161.9% |
| All | +208.4% | +20.7% | +187.8% | +161.9% |
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 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