+228.5%
GLD vs VCIT
+96.6%
+131.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | +1.9% | +0.5% | +1.4% | +1.5% |
| 30D | -1.8% | +2.1% | -3.9% | -3.4% |
| 3M | -3.6% | -1.6% | -2.1% | -2.4% |
| 6M | -10.2% | -1.6% | -8.6% | -9.0% |
| YTD | -5.3% | -1.5% | -3.7% | -3.9% |
| 1Y | +2.5% | -0.4% | +2.8% | +2.9% |
| 3Y | +103.2% | +19.6% | +83.6% | +77.2% |
| 5Y | +121.1% | +3.3% | +117.8% | +115.3% |
| 10Y | +201.9% | +28.9% | +173.0% | +146.5% |
| All | +228.5% | +96.6% | +131.9% | +125.1% |
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