+713.4%
GS vs VCIT
+98.3%
+615.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -0.3% | +1.3% | +1.1% |
| 30D | -1.6% | -0.8% | -0.8% | -1.3% |
| 3M | -4.5% | -1.0% | -3.5% | -4.1% |
| 6M | +20.9% | -1.8% | +22.7% | +21.7% |
| YTD | +19.9% | -0.7% | +20.6% | +20.3% |
| 1Y | +41.4% | +1.0% | +40.4% | +41.2% |
| 3Y | +239.2% | +18.8% | +220.3% | +225.8% |
| 5Y | +185.0% | +3.5% | +181.6% | +168.2% |
| 10Y | +655.0% | +29.2% | +625.7% | +697.8% |
| All | +713.4% | +98.3% | +615.2% | +1,097.3% |
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 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