+29.7%
VCIT vs GFI
+1,116.8%
-1,087.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | -0.2% | +4.7% | -4.9% | -0.4% |
| 30D | -0.5% | +14.4% | -14.9% | -1.0% |
| 3M | -0.9% | +32.5% | -33.4% | -2.0% |
| 6M | -1.9% | -7.2% | +5.2% | -2.0% |
| YTD | -1.0% | +10.9% | -11.8% | -1.8% |
| 1Y | +0.2% | +35.5% | -35.2% | -1.5% |
| 3Y | +19.0% | +312.1% | -293.1% | +11.1% |
| 5Y | +3.1% | +524.6% | -521.5% | -6.0% |
| All | +29.7% | +1,116.8% | -1,087.0% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling