+82.9%
GPC vs VCLT
+17.0%
+65.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.3% |
| 30D | +0.1% | -1.1% | +1.2% | +0.5% |
| 3M | +37.4% | -3.7% | +41.0% | +39.1% |
| 6M | +25.4% | -4.0% | +29.5% | +27.2% |
| YTD | +12.2% | -3.4% | +15.6% | +13.5% |
| 1Y | -0.3% | -4.1% | +3.8% | +1.1% |
| 3Y | -1.6% | +11.0% | -12.6% | -4.2% |
| 5Y | +31.0% | -17.0% | +48.0% | +33.5% |
| All | +82.9% | +17.0% | +65.9% | +77.8% |
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