+159.7%
GILD vs VCIT
+28.6%
+131.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -4.8% | -1.2% | -3.7% | -4.5% |
| 30D | +5.8% | -1.6% | +7.3% | +6.3% |
| 3M | +14.9% | -2.3% | +17.3% | +15.8% |
| 6M | -0.4% | -1.9% | +1.6% | +0.3% |
| YTD | +18.5% | -1.8% | +20.4% | +19.2% |
| 1Y | +25.1% | -1.2% | +26.3% | +25.7% |
| 3Y | +105.9% | +18.1% | +87.8% | +99.4% |
| 5Y | +143.0% | +2.3% | +140.7% | +129.6% |
| All | +159.7% | +28.6% | +131.1% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling