+457.2%
GS vs VCLT
+20.7%
+436.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +1.7% | +2.3% | -0.6% | +0.7% |
| 3M | -11.6% | -1.1% | -10.5% | -11.2% |
| 6M | -1.9% | -4.2% | +2.3% | -0.1% |
| YTD | +5.1% | -3.4% | +8.4% | +6.7% |
| 1Y | +16.4% | -3.8% | +20.2% | +18.5% |
| 3Y | +199.0% | +14.7% | +184.2% | +184.9% |
| 5Y | +157.4% | -16.7% | +174.1% | +167.7% |
| 10Y | +457.2% | +20.5% | +436.7% | +568.7% |
| All | +457.2% | +20.7% | +436.6% | +568.7% |
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