+158.3%
VEA vs GPC
+87.0%
+71.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | -1.1% | +0.1% | -1.1% | -1.1% |
| 3M | +5.1% | +37.4% | -32.3% | -5.7% |
| 6M | +9.8% | +25.4% | -15.7% | +1.2% |
| YTD | +15.9% | +12.2% | +3.8% | +9.8% |
| 1Y | +24.6% | -0.3% | +24.9% | +22.5% |
| 3Y | +75.5% | -1.6% | +77.1% | +68.2% |
| 5Y | +59.4% | +31.0% | +28.4% | +35.2% |
| All | +158.3% | +87.0% | +71.3% | +88.5% |
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