+3.9%
VCIT vs GFS
-13.3%
+17.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +0.1% | -5.3% | +5.4% | +0.2% |
| 30D | +1.1% | -15.8% | +16.9% | +1.5% |
| 3M | -1.4% | -18.6% | +17.3% | -1.0% |
| 6M | -2.3% | -45.0% | +42.7% | -1.1% |
| YTD | -1.8% | +16.8% | -18.6% | -2.8% |
| 1Y | -1.0% | +17.8% | -18.8% | -2.1% |
| 3Y | +19.3% | -21.5% | +40.8% | +18.8% |
| 5Y | +3.8% | -29.3% | +33.1% | +3.4% |
| All | +3.9% | -13.3% | +17.1% | +3.2% |
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