+98.0%
VCIT vs GFI
+422.4%
-324.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | +3.1% | -3.5% | -0.4% |
| 30D | -0.8% | +27.1% | -27.9% | -1.4% |
| 3M | -1.0% | +21.2% | -22.2% | -1.6% |
| 6M | -1.8% | -4.5% | +2.7% | -2.0% |
| YTD | -0.7% | +11.7% | -12.4% | -1.3% |
| 1Y | +1.0% | +46.0% | -45.1% | -0.5% |
| 3Y | +18.8% | +309.6% | -290.7% | +13.1% |
| 5Y | +3.5% | +506.0% | -502.6% | -3.0% |
| 10Y | +29.2% | +1,009.2% | -980.0% | +17.8% |
| All | +98.0% | +422.4% | -324.5% | +80.0% |
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