+3.8%
VCIT vs GAP
+7.5%
-3.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +1.1% | -5.4% | +6.5% | +1.2% |
| 3M | -1.4% | +2.9% | -4.3% | -1.5% |
| 6M | -2.3% | -4.4% | +2.1% | -2.4% |
| YTD | -1.8% | -11.6% | +9.8% | -1.8% |
| 1Y | -1.0% | -6.0% | +5.0% | -1.1% |
| 3Y | +19.3% | +78.0% | -58.7% | +16.3% |
| 5Y | +3.8% | +8.5% | -4.7% | -0.8% |
| All | +3.8% | +7.5% | -3.7% | -0.8% |
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