+6.6%
GXPC vs VT
+17.5%
-10.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +1.6% |
| 7D | +0.3% | -4.2% | +4.5% | +4.2% |
| 30D | -14.6% | -5.8% | -8.8% | -9.9% |
| 3M | -12.7% | -5.2% | -7.5% | -8.4% |
| 6M | -18.1% | +0.1% | -18.2% | -18.5% |
| YTD | -10.7% | +8.2% | -18.9% | -18.3% |
| 1Y | -5.7% | +10.1% | -15.9% | -15.5% |
| All | +6.6% | +17.5% | -10.9% | -10.2% |
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