+31.5%
VCIT vs GWRE
+174.7%
-143.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.5% | -7.3% | +6.8% | -0.3% |
| 30D | +1.5% | -4.0% | +5.5% | +1.5% |
| 3M | -1.0% | -10.5% | +9.5% | -0.8% |
| 6M | -1.7% | +17.7% | -19.4% | -2.5% |
| YTD | -1.4% | -21.3% | +20.0% | -1.1% |
| 1Y | -0.9% | -28.0% | +27.1% | -0.4% |
| 3Y | +19.8% | +73.6% | -53.8% | +16.0% |
| 5Y | +4.6% | +26.1% | -21.5% | +0.7% |
| 10Y | +31.5% | +169.2% | -137.7% | +27.0% |
| All | +31.5% | +174.7% | -143.2% | +27.0% |
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