+3.8%
VCIT vs GAP
+9.0%
-5.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.3% | -4.5% | +4.1% | -0.3% |
| 30D | -0.8% | +9.0% | -9.8% | -1.0% |
| 3M | -1.0% | +5.0% | -6.0% | -1.1% |
| 6M | -1.8% | -17.8% | +16.0% | -1.6% |
| YTD | -0.7% | -10.4% | +9.7% | -0.7% |
| 1Y | +1.0% | -3.4% | +4.4% | +0.8% |
| 3Y | +18.8% | +111.5% | -92.6% | +15.4% |
| All | +3.8% | +9.0% | -5.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling