+104.1%
GLDM vs VCLT
+15.8%
+88.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -2.0% | -0.6% | -1.4% | -1.7% |
| 30D | -4.4% | +2.3% | -6.7% | -5.2% |
| 3M | -8.8% | -0.9% | -8.0% | -8.5% |
| 6M | -15.9% | -3.6% | -12.3% | -14.8% |
| YTD | -7.7% | -3.2% | -4.5% | -6.7% |
| 1Y | -3.6% | -4.2% | +0.6% | -2.3% |
| All | +104.1% | +15.8% | +88.3% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling