+828.9%
GLW vs VCIT
+96.6%
+732.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.2% | -13.1% | -13.0% |
| 7D | -19.7% | +0.5% | -20.2% | -19.9% |
| 30D | -38.8% | +2.1% | -40.9% | -39.3% |
| 3M | -33.9% | -1.6% | -32.3% | -33.5% |
| 6M | -36.0% | -1.6% | -34.4% | -35.5% |
| YTD | +18.7% | -1.5% | +20.3% | +19.6% |
| 1Y | +19.8% | -0.4% | +20.2% | +20.3% |
| 3Y | +294.3% | +19.6% | +274.7% | +279.2% |
| 5Y | +205.7% | +3.3% | +202.5% | +189.9% |
| 10Y | +493.8% | +28.9% | +464.9% | +507.7% |
| All | +828.9% | +96.6% | +732.3% | +1,375.1% |
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