+246.5%
GM vs VCIT
+78.5%
+168.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | -0.3% | +2.3% | +2.2% |
| 30D | -1.4% | -0.8% | -0.6% | -0.9% |
| 3M | +5.9% | -1.0% | +6.9% | +6.6% |
| 6M | +12.4% | -1.8% | +14.2% | +13.8% |
| YTD | +8.6% | -0.7% | +9.3% | +9.3% |
| 1Y | +52.6% | +1.0% | +51.6% | +52.0% |
| 3Y | +169.7% | +18.8% | +150.8% | +145.0% |
| 5Y | +87.5% | +3.5% | +84.1% | +75.6% |
| 10Y | +233.0% | +29.2% | +203.7% | +222.1% |
| All | +246.5% | +78.5% | +168.0% | +295.5% |
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