+139.3%
GS vs VCLT
-16.9%
+156.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -2.4% | +3.7% | -6.1% | -4.3% |
| 3M | -15.7% | -1.0% | -14.8% | -15.3% |
| 6M | -6.8% | -3.4% | -3.4% | -5.0% |
| YTD | -0.1% | -2.6% | +2.6% | +1.5% |
| 1Y | +12.1% | -3.3% | +15.4% | +14.3% |
| 3Y | +185.8% | +17.3% | +168.5% | +166.5% |
| All | +139.3% | -16.9% | +156.3% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling