+526.2%
GPC vs VCLT
+103.4%
+422.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +6.0% | -0.9% | +6.8% | +6.1% |
| 3M | +42.6% | -3.2% | +45.9% | +43.1% |
| 6M | +22.8% | -3.8% | +26.6% | +23.2% |
| YTD | +15.5% | -2.0% | +17.5% | +15.7% |
| 1Y | +2.0% | -0.8% | +2.9% | +2.2% |
| 3Y | -1.4% | +12.3% | -13.7% | -1.9% |
| 5Y | +30.6% | -15.4% | +46.0% | +26.6% |
| 10Y | +80.6% | +15.7% | +64.9% | +88.5% |
| All | +526.2% | +103.4% | +422.8% | +793.8% |
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 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