+112.9%
GME vs VCLT
+14.4%
+98.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | +2.9% | -2.3% | +5.2% | +5.7% |
| 30D | -4.8% | +0.8% | -5.5% | -5.8% |
| 3M | +39.2% | -2.7% | +41.9% | +43.5% |
| 6M | +17.1% | -4.3% | +21.4% | +23.2% |
| YTD | +28.7% | -4.3% | +33.1% | +35.6% |
| 1Y | +23.3% | -4.4% | +27.7% | +30.0% |
| 3Y | +112.9% | +13.8% | +99.2% | +72.6% |
| All | +112.9% | +14.4% | +98.5% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling