-18.0%
GIS vs VCIT
+4.1%
-22.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -7.8% | -0.3% | -7.5% | -7.7% |
| 30D | +6.6% | -0.8% | +7.3% | +7.0% |
| 3M | +21.0% | -1.0% | +22.0% | +21.6% |
| 6M | -9.1% | -1.8% | -7.2% | -8.3% |
| YTD | -13.6% | -0.7% | -12.9% | -13.3% |
| 1Y | -18.0% | +1.0% | -19.0% | -18.4% |
| 3Y | -33.7% | +18.8% | -52.5% | -37.8% |
| All | -18.0% | +4.1% | -22.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling