+16.4%
GS vs VCLT
-3.8%
+20.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.9% |
| 7D | +1.6% | +0.2% | +1.3% | +1.3% |
| 30D | +1.7% | +2.3% | -0.6% | -1.6% |
| 3M | -11.6% | -1.1% | -10.5% | -10.2% |
| 6M | -1.9% | -4.2% | +2.3% | +4.6% |
| YTD | +5.1% | -3.4% | +8.4% | +9.7% |
| 1Y | +16.4% | -3.8% | +20.2% | +22.8% |
| All | +16.4% | -3.8% | +20.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling