+493.9%
GLW vs VCIT
+28.8%
+465.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -13.9% | +0.1% | -14.0% | -14.0% |
| 30D | -35.0% | +1.9% | -36.9% | -36.0% |
| 3M | -32.4% | -1.4% | -30.9% | -31.7% |
| 6M | -41.3% | -2.1% | -39.2% | -40.4% |
| YTD | +21.8% | -1.6% | +23.5% | +23.7% |
| 1Y | +21.8% | -0.9% | +22.8% | +23.2% |
| 3Y | +307.7% | +20.0% | +287.7% | +269.2% |
| 5Y | +213.7% | +3.1% | +210.6% | +195.7% |
| All | +493.9% | +28.8% | +465.1% | +511.4% |
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