+447.5%
GPC vs VT
+345.0%
+102.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +1.6% |
| 7D | +1.7% | -4.2% | +5.8% | +5.0% |
| 30D | -2.3% | -5.8% | +3.5% | +2.1% |
| 3M | -4.5% | -5.2% | +0.7% | -0.6% |
| 6M | +21.6% | +0.1% | +21.4% | +20.8% |
| YTD | +4.0% | +8.2% | -4.2% | -2.8% |
| 1Y | +3.5% | +10.1% | -6.6% | -4.7% |
| 3Y | +2.1% | +69.7% | -67.5% | -33.3% |
| 5Y | +5.5% | +53.4% | -47.9% | -25.8% |
| 10Y | +90.7% | +219.2% | -128.5% | -21.5% |
| All | +447.5% | +345.0% | +102.5% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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