+31.2%
VCIT vs GWRE
+167.6%
-136.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | -1.4% | -2.0% | +0.5% | -1.4% |
| 30D | +0.6% | -4.1% | +4.6% | +0.6% |
| 3M | -2.2% | -13.4% | +11.1% | -2.0% |
| 6M | -2.3% | +26.0% | -28.3% | -3.3% |
| YTD | -2.2% | -21.3% | +19.1% | -1.9% |
| 1Y | -1.4% | -27.5% | +26.1% | -0.8% |
| 3Y | +18.7% | +72.7% | -53.9% | +15.0% |
| 5Y | +3.6% | +26.4% | -22.8% | -0.3% |
| All | +31.2% | +167.6% | -136.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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