+87.4%
GPC vs VIG
+241.3%
-153.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | -0.6% | -1.2% | +0.5% | +0.7% |
| 30D | +1.3% | -2.8% | +4.1% | +4.6% |
| 3M | +37.1% | +2.5% | +34.6% | +33.8% |
| 6M | +23.2% | +8.1% | +15.1% | +13.5% |
| YTD | +13.1% | +9.6% | +3.5% | +2.7% |
| 1Y | +0.9% | +14.2% | -13.3% | -12.5% |
| 3Y | -0.8% | +56.1% | -56.9% | -38.9% |
| 5Y | +31.1% | +62.8% | -31.7% | -23.2% |
| 10Y | +87.4% | +248.2% | -160.8% | -54.1% |
| All | +87.4% | +241.3% | -153.9% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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