+96.6%
VCIT vs GFI
+323.4%
-226.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.1% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | +1.5% | +2.2% | -0.7% | +1.4% |
| 3M | -1.0% | -4.6% | +3.7% | -0.9% |
| 6M | -1.7% | -16.7% | +15.1% | -1.4% |
| YTD | -1.4% | -9.5% | +8.1% | -1.5% |
| 1Y | -0.9% | -6.8% | +5.9% | -1.2% |
| 3Y | +19.8% | +223.7% | -203.9% | +14.7% |
| 5Y | +4.6% | +321.8% | -317.2% | -1.1% |
| 10Y | +31.5% | +1,354.1% | -1,322.6% | +19.9% |
| All | +96.6% | +323.4% | -226.7% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling