-4.9%
GTLB vs VCLT
-4.4%
-0.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.2% |
| 7D | -4.1% | -1.3% | -2.8% | -2.9% |
| 30D | +12.3% | -1.1% | +13.4% | +13.6% |
| 3M | +65.9% | -3.7% | +69.6% | +71.4% |
| 6M | +104.0% | -4.0% | +108.0% | +110.0% |
| YTD | +26.0% | -3.4% | +29.4% | +30.1% |
| All | -4.9% | -4.4% | -0.5% | +0.9% |
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