+248.5%
GLDM vs VCLT
+18.4%
+230.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +4.4% | -0.9% | +5.3% | +4.7% |
| 3M | -1.1% | -3.2% | +2.2% | 0.0% |
| 6M | -13.7% | -3.8% | -9.9% | -12.6% |
| YTD | +2.8% | -2.0% | +4.8% | +3.4% |
| 1Y | +24.8% | -0.8% | +25.7% | +25.2% |
| 3Y | +127.8% | +12.3% | +115.5% | +119.2% |
| 5Y | +141.1% | -15.4% | +156.6% | +150.4% |
| All | +248.5% | +18.4% | +230.0% | +221.2% |
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