+98.7%
GLDM vs VCLT
+14.4%
+84.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -4.6% | -2.3% | -2.4% | -3.7% |
| 30D | -5.5% | +0.8% | -6.2% | -5.7% |
| 3M | -10.9% | -2.7% | -8.2% | -9.9% |
| 6M | -17.3% | -4.3% | -13.0% | -16.0% |
| YTD | -10.2% | -4.3% | -5.8% | -8.7% |
| 1Y | -6.9% | -4.4% | -2.6% | -5.4% |
| 3Y | +98.7% | +13.8% | +84.9% | +85.4% |
| All | +98.7% | +14.4% | +84.2% | +85.4% |
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 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