+435.3%
GNRC vs VCLT
+17.1%
+418.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.2% | -1.4% | +1.2% | +0.8% |
| 30D | -15.7% | -1.2% | -14.6% | -15.0% |
| 3M | -27.3% | -4.8% | -22.6% | -24.6% |
| 6M | -12.1% | -2.6% | -9.5% | -10.2% |
| YTD | +37.1% | -3.3% | +40.5% | +40.8% |
| 1Y | -0.5% | -4.8% | +4.4% | +3.4% |
| 3Y | +61.5% | +11.5% | +50.0% | +50.6% |
| 5Y | -58.6% | -17.0% | -41.6% | -56.8% |
| All | +435.3% | +17.1% | +418.2% | +479.1% |
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 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