+2.4%
GPC vs VCLT
+15.4%
-13.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.1% |
| 7D | +0.8% | +1.2% | -0.4% | 0.0% |
| 30D | -1.1% | +3.4% | -4.5% | -3.4% |
| 3M | -6.6% | -0.9% | -5.8% | -6.1% |
| 6M | +22.2% | -3.1% | +25.4% | +25.1% |
| YTD | +5.1% | -2.4% | +7.4% | +6.9% |
| 1Y | +2.8% | -2.7% | +5.5% | +4.8% |
| 3Y | +2.4% | +16.9% | -14.5% | -3.2% |
| All | +2.4% | +15.4% | -13.1% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling