+230.7%
GM vs VCLT
+87.1%
+143.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -4.6% | +0.1% | -4.7% | -4.6% |
| 3M | +0.2% | -2.9% | +3.1% | +0.9% |
| 6M | +12.6% | -4.0% | +16.6% | +13.7% |
| YTD | +3.7% | -2.2% | +5.9% | +4.3% |
| 1Y | +45.6% | -2.6% | +48.2% | +46.6% |
| 3Y | +162.0% | +12.3% | +149.7% | +156.9% |
| 5Y | +80.5% | -16.4% | +96.9% | +77.7% |
| 10Y | +231.3% | +18.1% | +213.3% | +252.5% |
| All | +230.7% | +87.1% | +143.6% | +392.5% |
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 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