+30.6%
VCIT vs GAP
+20.3%
+10.3%
-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 | -1.6% | +9.4% | -11.0% | -1.7% |
| 6M | -2.1% | -3.3% | +1.2% | -2.1% |
| YTD | -1.6% | -10.5% | +9.0% | -1.6% |
| 1Y | -0.8% | -2.4% | +1.6% | -0.9% |
| 3Y | +19.9% | +80.1% | -60.2% | +18.3% |
| 5Y | +3.3% | +6.5% | -3.1% | +1.7% |
| 10Y | +30.6% | +14.6% | +16.0% | +26.0% |
| All | +30.6% | +20.3% | +10.3% | +26.0% |
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