+29.3%
GPC vs VIG
+63.6%
-34.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.1% |
| 7D | +0.2% | -0.4% | +0.6% | +0.6% |
| 30D | -0.4% | -2.1% | +1.7% | +1.8% |
| 3M | +39.2% | +3.3% | +35.8% | +34.9% |
| 6M | +18.2% | +9.3% | +8.9% | +8.4% |
| YTD | +12.1% | +10.1% | +1.9% | +2.0% |
| 1Y | -0.7% | +14.7% | -15.4% | -13.2% |
| 3Y | -1.7% | +56.9% | -58.6% | -36.9% |
| 5Y | +29.3% | +62.9% | -33.6% | -18.8% |
| All | +29.3% | +63.6% | -34.3% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling