+226.7%
GM vs VCIT
+30.3%
+196.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +7.2% | +1.1% | +6.1% | +6.0% |
| 3M | +1.0% | -1.4% | +2.4% | +2.5% |
| 6M | +13.0% | -2.3% | +15.3% | +15.9% |
| YTD | +9.8% | -1.8% | +11.6% | +12.1% |
| 1Y | +25.9% | -1.0% | +26.9% | +27.6% |
| 3Y | +240.4% | +19.3% | +221.2% | +189.4% |
| 5Y | +56.1% | +3.8% | +52.3% | +46.8% |
| 10Y | +226.7% | +30.6% | +196.2% | +233.8% |
| All | +226.7% | +30.3% | +196.5% | +233.8% |
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