+98.0%
VCIT vs GSK
+170.8%
-72.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | -0.8% | -2.2% | +1.4% | -0.7% |
| 3M | -1.0% | -1.8% | +0.8% | -1.0% |
| 6M | -1.8% | -10.6% | +8.8% | -1.5% |
| YTD | -0.7% | +4.4% | -5.1% | -0.9% |
| 1Y | +1.0% | +30.4% | -29.4% | +0.1% |
| 3Y | +18.8% | +60.1% | -41.2% | +17.0% |
| 5Y | +3.5% | +46.8% | -43.3% | +1.8% |
| 10Y | +29.2% | +79.2% | -50.0% | +27.1% |
| All | +98.0% | +170.8% | -72.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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