+3.8%
VCIT vs GTLB
-49.8%
+53.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.5% | -9.6% | +9.2% | -0.3% |
| 30D | +1.5% | -15.5% | +17.0% | +1.8% |
| 3M | -1.0% | +12.4% | -13.3% | -1.3% |
| 6M | -1.7% | +84.6% | -86.2% | -3.2% |
| YTD | -1.4% | +26.1% | -27.4% | -2.2% |
| 1Y | -0.9% | +1.7% | -2.6% | -1.3% |
| 3Y | +19.8% | +6.1% | +13.7% | +18.1% |
| 5Y | +4.6% | -61.1% | +65.7% | +2.5% |
| All | +3.8% | -49.8% | +53.6% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling