-54.6%
GTLB vs VCLT
-14.4%
-40.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.3% |
| 7D | +4.6% | +0.3% | +4.3% | +4.1% |
| 30D | +21.0% | -0.6% | +21.6% | +22.0% |
| 3M | +51.7% | -2.2% | +53.9% | +56.8% |
| 6M | +89.3% | -2.9% | +92.2% | +97.6% |
| YTD | +25.6% | -2.1% | +27.7% | +29.5% |
| 1Y | -1.5% | -2.6% | +1.0% | +2.1% |
| 3Y | -9.9% | +12.5% | -22.4% | -27.3% |
| All | -54.6% | -14.4% | -40.2% | -46.4% |
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