+98.0%
VCIT vs GPC
+531.7%
-433.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | -0.8% | +5.1% | -5.9% | -0.9% |
| 3M | -1.0% | +41.5% | -42.5% | -1.7% |
| 6M | -1.8% | +21.8% | -23.7% | -2.3% |
| YTD | -0.7% | +14.6% | -15.3% | -1.1% |
| 1Y | +1.0% | +1.3% | -0.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling