+87.2%
GPC vs VO
+206.8%
-119.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | -0.2% |
| 7D | +0.8% | -0.1% | +1.0% | +0.9% |
| 30D | -1.1% | +0.5% | -1.6% | -1.7% |
| 3M | -6.6% | -1.0% | -5.6% | -5.9% |
| 6M | +22.2% | +6.4% | +15.8% | +15.2% |
| YTD | +5.1% | +13.6% | -8.5% | -6.8% |
| 1Y | +2.8% | +14.5% | -11.7% | -9.4% |
| 3Y | +2.4% | +67.2% | -64.9% | -37.0% |
| 5Y | +7.8% | +36.1% | -28.3% | -19.9% |
| 10Y | +87.2% | +199.3% | -112.1% | -40.9% |
| All | +87.2% | +206.8% | -119.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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