+461.3%
GME vs VCLT
+21.5%
+439.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +2.9% | -2.3% | +5.2% | +4.4% |
| 30D | -4.8% | +0.8% | -5.5% | -5.3% |
| 3M | +39.2% | -2.7% | +41.9% | +41.4% |
| 6M | +17.1% | -4.3% | +21.4% | +20.1% |
| YTD | +28.7% | -4.3% | +33.1% | +32.3% |
| 1Y | +23.3% | -4.4% | +27.7% | +26.7% |
| 3Y | +112.9% | +13.8% | +99.2% | +100.0% |
| 5Y | -48.8% | -17.0% | -31.9% | -48.4% |
| All | +461.3% | +21.5% | +439.8% | +449.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling