-15.3%
GIS vs VCIT
+28.8%
-44.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | +13.9% | +1.9% | +12.0% | +13.2% |
| 3M | +0.3% | -1.4% | +1.8% | +0.8% |
| 6M | +5.0% | -2.1% | +7.1% | +5.7% |
| YTD | -18.4% | -1.6% | -16.7% | -17.9% |
| 1Y | -17.4% | -0.9% | -16.5% | -17.2% |
| 3Y | -36.9% | +20.0% | -56.9% | -39.5% |
| 5Y | -30.4% | +3.1% | -33.5% | -32.2% |
| All | -15.3% | +28.8% | -44.1% | -15.0% |
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