+95.9%
VCIT vs GPC
+478.3%
-382.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +0.4% | +4.1% | -3.7% | +0.4% |
| 30D | +2.2% | +0.1% | +2.1% | +2.2% |
| 3M | -1.8% | -3.9% | +2.1% | -1.8% |
| 6M | -1.6% | +24.4% | -26.0% | -2.1% |
| YTD | -1.7% | +5.7% | -7.4% | -2.0% |
| 1Y | -0.8% | +6.8% | -7.6% | -1.1% |
| 3Y | +19.3% | +3.8% | +15.5% | +18.9% |
| 5Y | +3.5% | +9.2% | -5.7% | +3.3% |
| 10Y | +28.6% | +93.8% | -65.2% | +28.6% |
| All | +95.9% | +478.3% | -382.4% | +107.2% |
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