+98.0%
VCIT vs GPC
+531.7%
-433.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | -0.8% | +6.0% | -6.7% | -0.9% |
| 3M | -1.0% | +42.6% | -43.6% | -1.7% |
| 6M | -1.8% | +22.8% | -24.6% | -2.3% |
| YTD | -0.7% | +15.5% | -16.2% | -1.1% |
| 1Y | +1.0% | +2.0% | -1.1% | +0.8% |
| 3Y | +18.8% | -1.4% | +20.3% | +18.5% |
| 5Y | +3.5% | +30.6% | -27.1% | +3.1% |
| 10Y | +29.2% | +80.6% | -51.4% | +28.5% |
| All | +98.0% | +531.7% | -433.8% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling