+29.8%
VCIT vs GNRC
+425.3%
-395.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -0.2% | +3.2% | -3.4% | -0.3% |
| 30D | -0.5% | -9.5% | +9.0% | -0.3% |
| 3M | -0.9% | -28.5% | +27.6% | -0.1% |
| 6M | -1.9% | -10.0% | +8.0% | -1.9% |
| YTD | -1.0% | +36.7% | -37.7% | -2.2% |
| 1Y | +0.2% | +2.6% | -2.3% | -0.3% |
| 3Y | +19.0% | +61.9% | -42.9% | +16.1% |
| 5Y | +3.1% | -59.0% | +62.1% | +2.5% |
| 10Y | +29.8% | +444.8% | -415.0% | +28.2% |
| All | +29.8% | +425.3% | -395.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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