+31.2%
VCIT vs GAP
+20.3%
+10.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | 0.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +1.8% | -4.3% | +6.1% | +1.8% |
| 3M | -1.1% | +9.4% | -10.5% | -1.3% |
| 6M | -1.7% | -3.3% | +1.6% | -1.7% |
| YTD | -1.1% | -10.5% | +9.4% | -1.1% |
| 1Y | -0.4% | -2.4% | +2.0% | -0.5% |
| 3Y | +20.5% | +80.1% | -59.6% | +18.9% |
| 5Y | +3.8% | +6.5% | -2.7% | +2.2% |
| 10Y | +31.2% | +14.6% | +16.6% | +26.6% |
| All | +31.2% | +20.3% | +10.9% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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