+441.9%
GPC vs VYM
+492.8%
-50.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +6.0% | -0.5% | +6.5% | +6.5% |
| 3M | +42.6% | +3.0% | +39.6% | +38.9% |
| 6M | +22.8% | +8.2% | +14.5% | +14.2% |
| YTD | +15.5% | +15.8% | -0.4% | +0.8% |
| 1Y | +2.0% | +20.8% | -18.8% | -14.4% |
| 3Y | -1.4% | +65.3% | -66.7% | -38.2% |
| 5Y | +30.6% | +76.6% | -46.0% | -22.9% |
| 10Y | +80.6% | +203.9% | -123.3% | -33.4% |
| All | +441.9% | +492.8% | -50.9% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling