+95.9%
VCIT vs GD
+705.9%
-610.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.6% |
| 7D | +0.4% | +3.0% | -2.5% | +0.4% |
| 30D | +2.2% | +10.5% | -8.3% | +2.0% |
| 3M | -1.8% | -5.0% | +3.1% | -1.8% |
| 6M | -1.6% | +5.5% | -7.1% | -1.7% |
| YTD | -1.7% | +10.3% | -12.1% | -1.9% |
| 1Y | -0.8% | +8.2% | -9.0% | -1.0% |
| 3Y | +19.3% | +59.0% | -39.7% | +18.4% |
| 5Y | +3.5% | +104.3% | -100.7% | +2.6% |
| 10Y | +28.6% | +202.4% | -173.8% | +27.6% |
| All | +95.9% | +705.9% | -610.0% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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