+3.4%
VCIT vs GTLB
-49.8%
+53.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.5% | -9.6% | +9.2% | -0.3% |
| 30D | +1.0% | -15.5% | +16.5% | +1.4% |
| 3M | -1.4% | +12.4% | -13.8% | -1.7% |
| 6M | -2.1% | +84.6% | -86.7% | -3.6% |
| YTD | -1.8% | +26.1% | -27.9% | -2.6% |
| 1Y | -1.4% | +1.7% | -3.1% | -1.7% |
| 3Y | +19.3% | +6.1% | +13.2% | +17.6% |
| 5Y | +4.1% | -61.1% | +65.3% | +2.0% |
| All | +3.4% | -49.8% | +53.1% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling