+4.0%
GPC vs VO
+36.2%
-32.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.4% | +3.1% | -2.7% | -2.0% |
| 30D | -6.3% | +2.2% | -8.5% | -8.0% |
| 3M | -8.2% | -2.5% | -5.7% | -6.4% |
| 6M | +27.1% | +7.0% | +20.1% | +20.3% |
| YTD | +3.1% | +14.0% | -10.9% | -7.2% |
| 1Y | +0.1% | +15.6% | -15.6% | -10.9% |
| 3Y | +0.2% | +66.2% | -66.0% | -32.5% |
| All | +4.0% | +36.2% | -32.2% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling