+3.1%
VCIT vs GWRE
+15.9%
-12.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | 0.0% |
| 7D | -0.2% | -26.2% | +26.0% | +0.8% |
| 30D | -0.5% | -17.8% | +17.2% | 0.0% |
| 3M | -0.9% | +14.2% | -15.2% | -1.8% |
| 6M | -1.9% | -12.9% | +11.0% | -1.9% |
| YTD | -1.0% | -29.2% | +28.3% | 0.0% |
| 1Y | +0.2% | -44.4% | +44.7% | +2.5% |
| 3Y | +19.0% | +51.1% | -32.1% | +12.8% |
| 5Y | +3.1% | +16.5% | -13.5% | -3.9% |
| All | +3.1% | +15.9% | -12.9% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling