+75.8%
GPC vs VEU
+149.7%
-73.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.5% |
| 7D | -2.1% | -0.5% | -1.6% | -1.7% |
| 30D | -4.5% | -1.0% | -3.5% | -3.9% |
| 3M | -7.7% | -3.6% | -4.1% | -5.1% |
| 6M | +24.3% | -1.2% | +25.5% | +24.4% |
| YTD | +3.5% | +12.0% | -8.5% | -7.6% |
| 1Y | +0.7% | +13.9% | -13.1% | -11.4% |
| 3Y | 0.0% | +71.3% | -71.3% | -39.5% |
| 5Y | +5.8% | +50.3% | -44.5% | -27.9% |
| 10Y | +75.8% | +150.3% | -74.6% | -27.0% |
| All | +75.8% | +149.7% | -73.9% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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