+255.9%
GLD vs VCIT
+98.3%
+157.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +97.8% |
| 5Y | +137.8% | +3.5% | +134.3% | +131.2% |
| 10Y | +221.4% | +29.2% | +192.2% | +161.9% |
| All | +255.9% | +98.3% | +157.6% | +142.2% |
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 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