-1.7%
GPC vs VCLT
+12.2%
-13.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | -0.4% | -0.6% | +0.2% | 0.0% |
| 3M | +39.2% | -2.2% | +41.4% | +41.6% |
| 6M | +18.2% | -2.9% | +21.1% | +20.8% |
| YTD | +12.1% | -2.1% | +14.1% | +13.8% |
| 1Y | -0.7% | -2.6% | +1.9% | +1.3% |
| 3Y | -1.7% | +12.5% | -14.2% | -9.2% |
| All | -1.7% | +12.2% | -13.9% | -9.2% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling