+655.8%
GPC vs VO
+797.8%
-142.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +1.6% | -2.6% | +4.1% | +3.7% |
| 30D | -2.1% | -0.9% | -1.1% | -1.4% |
| 3M | -6.8% | -3.0% | -3.8% | -4.6% |
| 6M | +18.6% | +2.2% | +16.4% | +16.4% |
| YTD | +2.7% | +10.6% | -7.9% | -5.3% |
| 1Y | +1.8% | +12.5% | -10.7% | -7.4% |
| 3Y | +1.1% | +61.4% | -60.3% | -31.2% |
| 5Y | +4.1% | +33.4% | -29.3% | -18.3% |
| 10Y | +88.2% | +201.5% | -113.3% | -21.0% |
| All | +655.8% | +797.8% | -142.0% | +48.1% |
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 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