+749.9%
GPC vs VO
+827.2%
-77.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | +6.0% | -0.3% | +6.3% | +6.2% |
| 3M | +42.6% | +2.9% | +39.7% | +39.4% |
| 6M | +22.8% | +9.3% | +13.4% | +14.4% |
| YTD | +15.5% | +14.2% | +1.3% | +3.9% |
| 1Y | +2.0% | +15.3% | -13.2% | -8.9% |
| 3Y | -1.4% | +56.2% | -57.7% | -31.0% |
| 5Y | +30.6% | +42.4% | -11.8% | -2.6% |
| 10Y | +80.6% | +194.7% | -114.1% | -23.0% |
| All | +749.9% | +827.2% | -77.3% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling