+79.2%
GPC vs VIG
+259.6%
-180.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | +0.4% | +1.0% | -0.6% | -0.8% |
| 30D | -1.8% | +4.5% | -6.4% | -6.6% |
| 3M | -6.6% | +2.1% | -8.7% | -8.7% |
| 6M | +21.3% | +10.5% | +10.9% | +8.9% |
| YTD | +4.3% | +15.1% | -10.8% | -10.4% |
| 1Y | +3.3% | +16.9% | -13.6% | -12.8% |
| 3Y | +0.8% | +65.6% | -64.8% | -41.9% |
| 5Y | +7.4% | +64.4% | -57.0% | -37.7% |
| 10Y | +79.2% | +260.6% | -181.4% | -57.1% |
| All | +79.2% | +259.6% | -180.4% | -57.1% |
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