+205.0%
GLD vs VCIT
+28.8%
+176.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | -0.9% | +1.9% | -2.8% | -2.5% |
| 3M | -4.4% | -1.4% | -3.0% | -3.2% |
| 6M | -13.6% | -2.1% | -11.4% | -12.0% |
| YTD | -6.0% | -1.6% | -4.4% | -4.6% |
| 1Y | +1.8% | -0.9% | +2.7% | +2.7% |
| 3Y | +103.2% | +20.0% | +83.2% | +76.7% |
| 5Y | +119.3% | +3.1% | +116.2% | +113.6% |
| All | +205.0% | +28.8% | +176.2% | +129.4% |
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