+28.8%
VCIT vs GFI
+1,081.9%
-1,053.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -1.0% | -5.1% | +4.1% | -0.9% |
| 30D | -1.3% | +13.4% | -14.8% | -1.8% |
| 3M | -1.6% | +36.2% | -37.8% | -2.7% |
| 6M | -2.3% | -9.8% | +7.5% | -2.2% |
| YTD | -1.7% | +7.7% | -9.4% | -2.5% |
| 1Y | -0.7% | +27.2% | -27.9% | -2.3% |
| 3Y | +18.1% | +300.3% | -282.2% | +10.4% |
| 5Y | +2.4% | +539.8% | -537.4% | -6.6% |
| All | +28.8% | +1,081.9% | -1,053.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GFI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling