+137.9%
GLD vs VCLT
-15.4%
+153.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +0.3% | -0.6% | +0.9% | +0.5% |
| 3M | +0.6% | -2.2% | +2.9% | +1.4% |
| 6M | -15.6% | -2.9% | -12.7% | -14.7% |
| YTD | +0.9% | -2.1% | +2.9% | +1.6% |
| 1Y | +19.4% | -2.6% | +22.0% | +20.4% |
| 3Y | +124.5% | +12.5% | +112.0% | +115.3% |
| All | +137.9% | -15.4% | +153.3% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling