+255.9%
GLD vs VCLT
+103.4%
+152.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +4.4% | -0.9% | +5.2% | +4.7% |
| 3M | -1.1% | -3.2% | +2.2% | 0.0% |
| 6M | -13.8% | -3.8% | -10.0% | -12.6% |
| YTD | +2.6% | -2.0% | +4.7% | +3.3% |
| 1Y | +24.5% | -0.8% | +25.3% | +24.8% |
| 3Y | +125.8% | +12.3% | +113.6% | +116.6% |
| 5Y | +137.8% | -15.4% | +153.2% | +148.8% |
| 10Y | +221.4% | +15.7% | +205.6% | +198.8% |
| All | +255.9% | +103.4% | +152.5% | +200.5% |
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