+226.2%
GM vs VCIT
+29.0%
+197.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -1.8% | -0.8% | -1.1% | -1.1% |
| 3M | +2.6% | -0.5% | +3.2% | +3.2% |
| 6M | +14.6% | -1.4% | +15.9% | +16.3% |
| YTD | +6.2% | -0.8% | +7.0% | +7.2% |
| 1Y | +48.7% | +0.3% | +48.4% | +48.6% |
| 3Y | +168.3% | +19.2% | +149.1% | +127.8% |
| 5Y | +82.8% | +3.6% | +79.2% | +71.7% |
| 10Y | +226.2% | +29.3% | +196.9% | +228.3% |
| All | +226.2% | +29.0% | +197.2% | +228.3% |
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