+461.2%
GPC vs VCLT
+101.0%
+360.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -4.5% | +2.3% | -6.8% | -4.8% |
| 3M | -7.7% | -0.9% | -6.8% | -7.6% |
| 6M | +24.3% | -3.6% | +27.9% | +24.8% |
| YTD | +3.5% | -3.2% | +6.6% | +3.8% |
| 1Y | +0.7% | -4.2% | +4.9% | +1.2% |
| 3Y | 0.0% | +15.0% | -15.0% | -0.3% |
| 5Y | +5.8% | -16.2% | +22.0% | +2.8% |
| 10Y | +75.8% | +22.4% | +53.4% | +89.5% |
| All | +461.2% | +101.0% | +360.2% | +702.1% |
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