+104.8%
GLD vs VCIT
+19.8%
+85.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | +1.9% | +0.5% | +1.4% | +1.4% |
| 30D | -1.8% | +2.1% | -3.9% | -3.9% |
| 3M | -3.6% | -1.6% | -2.1% | -2.1% |
| 6M | -10.2% | -1.6% | -8.6% | -8.7% |
| YTD | -5.3% | -1.5% | -3.7% | -3.6% |
| 1Y | +2.5% | -0.4% | +2.8% | +3.3% |
| All | +104.8% | +19.8% | +85.0% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling