-14.9%
GME vs VCLT
-4.4%
-10.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +10.4% | -1.4% | +11.7% | +11.5% |
| 30D | +14.1% | -1.2% | +15.3% | +15.0% |
| 3M | -4.6% | -4.8% | +0.1% | -0.1% |
| 6M | -13.5% | -2.6% | -11.0% | -11.4% |
| YTD | +5.3% | -3.3% | +8.7% | +8.0% |
| 1Y | -14.9% | -4.8% | -10.1% | -11.0% |
| All | -14.9% | -4.4% | -10.5% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling