+578.1%
GS vs VCLT
+102.2%
+475.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | -2.4% | +3.7% | -6.1% | -2.8% |
| 3M | -15.7% | -1.0% | -14.8% | -15.7% |
| 6M | -6.8% | -3.4% | -3.4% | -6.4% |
| YTD | -0.1% | -2.6% | +2.6% | +0.2% |
| 1Y | +12.1% | -3.3% | +15.4% | +12.5% |
| 3Y | +185.8% | +17.3% | +168.5% | +184.9% |
| 5Y | +140.1% | -17.0% | +157.1% | +130.1% |
| 10Y | +505.2% | +18.1% | +487.1% | +567.9% |
| All | +578.1% | +102.2% | +475.9% | +967.1% |
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