+96.1%
VCIT vs GAP
+61.2%
+34.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | -0.1% |
| 7D | +0.1% | -3.8% | +3.9% | +0.1% |
| 30D | +1.9% | -9.0% | +10.9% | +2.0% |
| 3M | -1.4% | +5.5% | -6.9% | -1.5% |
| 6M | -2.1% | -11.1% | +8.9% | -2.1% |
| YTD | -1.6% | -13.6% | +11.9% | -1.6% |
| 1Y | -0.9% | -2.9% | +1.9% | -1.0% |
| 3Y | +20.0% | +69.6% | -49.6% | +19.0% |
| 5Y | +3.1% | +5.4% | -2.2% | +2.0% |
| 10Y | +28.7% | +17.8% | +10.9% | +26.2% |
| All | +96.1% | +61.2% | +34.9% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling