+101.2%
GIS vs VCIT
+98.3%
+2.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -7.8% | -0.3% | -7.5% | -7.8% |
| 30D | +6.6% | -0.8% | +7.3% | +6.7% |
| 3M | +21.0% | -1.0% | +22.0% | +21.2% |
| 6M | -9.1% | -1.8% | -7.2% | -8.7% |
| YTD | -13.6% | -0.7% | -12.9% | -13.5% |
| 1Y | -18.0% | +1.0% | -19.0% | -18.2% |
| 3Y | -33.7% | +18.8% | -52.5% | -35.3% |
| 5Y | -19.4% | +3.5% | -22.9% | -21.3% |
| 10Y | -21.3% | +29.2% | -50.5% | -21.1% |
| All | +101.2% | +98.3% | +2.9% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling