+216.0%
GLD vs VCIT
+29.2%
+186.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.2% |
| 30D | +4.4% | -0.8% | +5.2% | +5.1% |
| 3M | -1.1% | -1.0% | -0.1% | -0.2% |
| 6M | -13.8% | -1.8% | -11.9% | -12.4% |
| YTD | +2.6% | -0.7% | +3.3% | +3.4% |
| 1Y | +24.5% | +1.0% | +23.5% | +23.8% |
| 3Y | +125.8% | +18.8% | +107.0% | +97.6% |
| 5Y | +137.8% | +3.5% | +134.3% | +131.0% |
| All | +216.0% | +29.2% | +186.8% | +140.2% |
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