+444.2%
V vs GPC
+93.7%
+350.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.0% |
| 7D | -0.8% | +0.8% | -1.6% | -1.1% |
| 30D | +9.5% | -1.1% | +10.6% | +9.8% |
| 3M | +16.7% | -6.6% | +23.3% | +19.4% |
| 6M | +32.9% | +22.2% | +10.7% | +22.0% |
| YTD | +21.1% | +5.1% | +16.0% | +15.9% |
| 1Y | +26.6% | +2.8% | +23.8% | +22.2% |
| 3Y | +78.4% | +2.4% | +76.0% | +65.9% |
| 5Y | +105.5% | +7.8% | +97.7% | +82.1% |
| 10Y | +444.2% | +87.2% | +357.0% | +257.0% |
| All | +444.2% | +93.7% | +350.5% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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