+4.9%
VCIT vs GFS
-3.9%
+8.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | +2.6% | -2.6% | 0.0% |
| 30D | -0.8% | -16.4% | +15.6% | -0.3% |
| 3M | -0.5% | -41.6% | +41.1% | +0.7% |
| 6M | -1.4% | -3.7% | +2.3% | -1.7% |
| YTD | -0.8% | +29.3% | -30.1% | -2.0% |
| 1Y | +0.3% | +37.1% | -36.8% | -1.1% |
| 3Y | +19.2% | -22.1% | +41.4% | +19.0% |
| All | +4.9% | -3.9% | +8.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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