-2.1%
GLDM vs VCLT
-3.8%
+1.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -1.9% |
| 7D | +2.9% | +0.2% | +2.6% | +2.8% |
| 30D | -3.9% | +2.3% | -6.2% | -5.4% |
| 3M | -8.1% | -1.1% | -7.1% | -7.5% |
| 6M | -14.7% | -4.2% | -10.5% | -12.6% |
| YTD | -6.6% | -3.4% | -3.2% | -5.1% |
| 1Y | -2.1% | -3.8% | +1.7% | -0.5% |
| All | -2.1% | -3.8% | +1.7% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling