+325.8%
GSLC price history and return analytics
+256.3%
+69.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | +0.1% | +1.0% | -0.9% | -0.9% |
| 3M | +2.5% | +2.4% | +0.1% | 0.0% |
| 6M | +11.9% | +12.0% | -0.1% | -0.1% |
| YTD | +11.7% | +15.3% | -3.7% | -3.2% |
| 1Y | +16.4% | +22.6% | -6.2% | -5.0% |
| 3Y | +71.7% | +74.7% | -3.0% | -1.0% |
| 5Y | +71.7% | +66.1% | +5.6% | +4.0% |
| 10Y | +286.1% | +225.0% | +61.1% | +26.0% |
| All | +325.8% | +256.3% | +69.5% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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