+29.6%
GPC vs VYM
+77.5%
-47.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -1.1% |
| 7D | -3.2% | -0.8% | -2.4% | -2.4% |
| 30D | +0.5% | -2.2% | +2.8% | +3.0% |
| 3M | +31.7% | +3.1% | +28.7% | +27.8% |
| 6M | +24.7% | +9.7% | +15.0% | +13.5% |
| YTD | +11.8% | +14.9% | -3.1% | -2.9% |
| 1Y | -3.0% | +17.6% | -20.5% | -17.7% |
| 3Y | -1.1% | +65.3% | -66.4% | -40.7% |
| All | +29.6% | +77.5% | -47.9% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling