+503.6%
GPC vs VIG
+623.5%
-119.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | +1.2% | -0.4% | +1.6% | +1.6% |
| 30D | +6.0% | -1.0% | +6.9% | +7.0% |
| 3M | +42.6% | +2.8% | +39.9% | +39.0% |
| 6M | +22.8% | +8.2% | +14.6% | +13.5% |
| YTD | +15.5% | +11.0% | +4.4% | +4.1% |
| 1Y | +2.0% | +16.1% | -14.1% | -12.2% |
| 3Y | -1.4% | +56.2% | -57.6% | -37.1% |
| 5Y | +30.6% | +63.0% | -32.4% | -20.5% |
| 10Y | +80.6% | +241.4% | -160.8% | -46.6% |
| All | +503.6% | +623.5% | -119.9% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling