+326.3%
GSLC price history and return analytics
+248.6%
+77.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.1% |
| 30D | -0.5% | -1.4% | +0.9% | +0.9% |
| 3M | +0.1% | -1.4% | +1.5% | +1.4% |
| 6M | +7.7% | +5.5% | +2.2% | +2.0% |
| YTD | +11.8% | +12.8% | -1.0% | -1.0% |
| 1Y | +13.3% | +15.4% | -2.1% | -1.9% |
| 3Y | +77.2% | +76.9% | +0.4% | +0.9% |
| 5Y | +67.7% | +60.4% | +7.3% | +5.1% |
| 10Y | +305.4% | +232.8% | +72.6% | +30.3% |
| All | +326.3% | +248.6% | +77.7% | +31.4% |
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