-13.8%
GNRC vs VCLT
-4.4%
-9.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -0.9% |
| 7D | -0.7% | -1.3% | +0.5% | +1.2% |
| 30D | -15.8% | -1.1% | -14.7% | -14.4% |
| 3M | -24.0% | -3.7% | -20.3% | -19.2% |
| 6M | -13.8% | -4.0% | -9.8% | -8.3% |
| All | -13.8% | -4.4% | -9.4% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling