-18.0%
GIS vs VCIT
+29.7%
-47.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +0.4% | +0.7% | -0.4% | +0.1% |
| 30D | +10.1% | +1.8% | +8.3% | +9.4% |
| 3M | -3.7% | -1.6% | -2.1% | -3.2% |
| 6M | +4.3% | -2.1% | +6.4% | +5.0% |
| YTD | -19.8% | -1.6% | -18.2% | -19.4% |
| 1Y | -20.5% | -0.8% | -19.7% | -20.2% |
| 3Y | -38.3% | +19.9% | -58.3% | -40.9% |
| 5Y | -32.2% | +3.3% | -35.5% | -34.0% |
| 10Y | -18.0% | +30.6% | -48.6% | -18.1% |
| All | -18.0% | +29.7% | -47.6% | -18.1% |
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