+3.8%
VCIT vs GWRE
+22.8%
-19.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.5% |
| 7D | +0.1% | -3.5% | +3.6% | +0.2% |
| 30D | +1.1% | -7.1% | +8.2% | +1.3% |
| 3M | -1.4% | -10.1% | +8.7% | -1.2% |
| 6M | -2.3% | +12.3% | -14.6% | -3.3% |
| YTD | -1.8% | -22.7% | +20.8% | -1.2% |
| 1Y | -1.0% | -28.6% | +27.6% | 0.0% |
| 3Y | +19.3% | +70.7% | -51.4% | +12.2% |
| 5Y | +3.8% | +24.4% | -20.6% | -4.0% |
| All | +3.8% | +22.8% | -19.0% | -4.0% |
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 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