-57.4%
GNRC vs VCLT
-17.2%
-40.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.2% | -1.4% | +1.2% | +1.4% |
| 30D | -15.7% | -1.2% | -14.6% | -14.6% |
| 3M | -27.3% | -4.8% | -22.6% | -23.1% |
| 6M | -12.1% | -2.6% | -9.5% | -9.1% |
| YTD | +37.1% | -3.3% | +40.5% | +42.8% |
| 1Y | -0.5% | -4.8% | +4.4% | +5.6% |
| 3Y | +61.5% | +11.5% | +50.0% | +41.3% |
| All | -57.4% | -17.2% | -40.2% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling