+16.9%
GME vs VCLT
+12.6%
+4.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.5% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +5.9% | +0.1% | +5.7% | +5.6% |
| 3M | -10.7% | -2.9% | -7.8% | -7.4% |
| 6M | -19.8% | -4.0% | -15.8% | -15.5% |
| YTD | -0.9% | -2.2% | +1.3% | +1.8% |
| 1Y | -15.7% | -2.6% | -13.1% | -12.9% |
| All | +16.9% | +12.6% | +4.2% | -2.1% |
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