+3.8%
VCIT vs GFS
-23.1%
+26.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.7% |
| 7D | -1.4% | +17.2% | -18.6% | -1.8% |
| 30D | +0.8% | -8.7% | +9.5% | +1.0% |
| 3M | -1.7% | -19.7% | +17.9% | -1.3% |
| 6M | -2.1% | -40.7% | +38.6% | -1.1% |
| YTD | -2.0% | +22.5% | -24.6% | -3.2% |
| 1Y | -1.5% | +25.2% | -26.7% | -2.7% |
| 3Y | +19.0% | -17.7% | +36.6% | +18.4% |
| 5Y | +3.8% | -23.5% | +27.3% | +3.3% |
| All | +3.8% | -23.1% | +26.8% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling