-18.5%
GIS vs VCIT
+29.0%
-47.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | +2.2% | -0.8% | +2.9% | +2.4% |
| 3M | +15.7% | -0.5% | +16.2% | +15.9% |
| 6M | -12.0% | -1.4% | -10.6% | -11.6% |
| YTD | -15.0% | -0.8% | -14.2% | -14.7% |
| 1Y | -20.1% | +0.3% | -20.4% | -20.2% |
| 3Y | -34.6% | +19.2% | -53.8% | -37.4% |
| 5Y | -22.8% | +3.6% | -26.4% | -25.0% |
| 10Y | -18.5% | +29.3% | -47.8% | -19.5% |
| All | -18.5% | +29.0% | -47.5% | -19.5% |
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