+177.7%
GM vs VCIT
+19.6%
+158.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | -0.3% | +2.3% | +2.4% |
| 30D | -1.4% | -0.8% | -0.6% | -0.4% |
| 3M | +5.9% | -1.0% | +6.9% | +7.4% |
| 6M | +12.4% | -1.8% | +14.2% | +15.1% |
| YTD | +8.6% | -0.7% | +9.3% | +9.8% |
| 1Y | +52.6% | +1.0% | +51.6% | +51.5% |
| All | +177.7% | +19.6% | +158.1% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling