+713.4%
GS vs VCLT
+103.4%
+610.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -1.6% | -0.9% | -0.7% | -1.5% |
| 3M | -4.5% | -3.2% | -1.2% | -4.2% |
| 6M | +20.9% | -3.8% | +24.7% | +21.3% |
| YTD | +19.9% | -2.0% | +21.9% | +20.2% |
| 1Y | +41.4% | -0.8% | +42.2% | +41.6% |
| 3Y | +239.2% | +12.3% | +226.9% | +237.7% |
| 5Y | +185.0% | -15.4% | +200.4% | +173.5% |
| 10Y | +655.0% | +15.7% | +639.2% | +717.2% |
| All | +713.4% | +103.4% | +610.0% | +1,179.3% |
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