+243.8%
GLW vs VCIT
+3.2%
+240.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.2% |
| 7D | -5.9% | +0.7% | -6.6% | -6.7% |
| 30D | -26.0% | +1.8% | -27.8% | -27.6% |
| 3M | -29.9% | -1.6% | -28.3% | -28.7% |
| 6M | -37.8% | -2.1% | -35.7% | -36.2% |
| YTD | +33.1% | -1.6% | +34.7% | +36.0% |
| 1Y | +36.8% | -0.8% | +37.6% | +38.9% |
| 3Y | +356.1% | +19.9% | +336.1% | +294.9% |
| 5Y | +243.8% | +3.3% | +240.5% | +166.7% |
| All | +243.8% | +3.2% | +240.6% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling