+121.8%
GLDM vs VCLT
-17.3%
+139.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | -0.9% | +3.7% | -4.5% | -2.1% |
| 3M | -4.3% | -1.5% | -2.8% | -3.8% |
| 6M | -13.4% | -3.8% | -9.5% | -12.2% |
| YTD | -5.8% | -3.1% | -2.7% | -4.8% |
| 1Y | +2.1% | -3.8% | +5.8% | +3.4% |
| 3Y | +105.0% | +16.7% | +88.3% | +94.4% |
| All | +121.8% | -17.3% | +139.1% | +126.5% |
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 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