+2,047.2%
GNRC vs VCLT
+103.1%
+1,944.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -0.7% | -1.3% | +0.5% | -0.2% |
| 30D | -15.8% | -1.1% | -14.7% | -15.5% |
| 3M | -24.0% | -3.7% | -20.3% | -22.8% |
| 6M | -13.8% | -4.0% | -9.8% | -12.2% |
| YTD | +33.2% | -3.4% | +36.6% | +35.2% |
| 1Y | -1.8% | -4.1% | +2.3% | 0.0% |
| 3Y | +57.7% | +11.0% | +46.7% | +52.9% |
| 5Y | -59.7% | -17.0% | -42.7% | -60.7% |
| 10Y | +430.7% | +16.7% | +414.0% | +471.1% |
| All | +2,047.2% | +103.1% | +1,944.1% | +2,831.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling