+96.3%
VCIT vs GSK
+173.6%
-77.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.3% |
| 7D | +0.5% | +3.6% | -3.1% | +0.3% |
| 30D | +2.1% | +8.2% | -6.1% | +1.8% |
| 3M | -1.6% | -1.2% | -0.4% | -1.6% |
| 6M | -1.6% | +1.9% | -3.5% | -1.7% |
| YTD | -1.5% | +5.5% | -7.0% | -1.7% |
| 1Y | -0.4% | +11.8% | -12.2% | -0.8% |
| 3Y | +19.6% | +64.5% | -44.9% | +17.6% |
| 5Y | +3.3% | +41.9% | -38.6% | +1.6% |
| 10Y | +28.9% | +105.1% | -76.2% | +26.9% |
| All | +96.3% | +173.6% | -77.2% | +95.4% |
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