+82.3%
GPC vs VYM
+209.2%
-126.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -1.1% |
| 7D | -3.2% | -0.8% | -2.4% | -2.3% |
| 30D | +0.5% | -2.2% | +2.8% | +3.1% |
| 3M | +31.7% | +3.1% | +28.7% | +27.6% |
| 6M | +24.7% | +9.7% | +15.0% | +13.0% |
| YTD | +11.8% | +14.9% | -3.1% | -3.6% |
| 1Y | -3.0% | +17.6% | -20.5% | -18.4% |
| 3Y | -1.1% | +65.3% | -66.4% | -42.7% |
| 5Y | +30.5% | +78.7% | -48.2% | -30.9% |
| All | +82.3% | +209.2% | -126.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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