+158.3%
VEA vs GPC
+350.6%
-192.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.8% | -1.3% | +3.1% | +2.4% |
| 30D | -0.9% | -6.0% | +5.1% | +1.7% |
| 3M | -5.0% | -7.6% | +2.6% | -1.9% |
| 6M | 0.0% | +24.2% | -24.2% | -11.2% |
| YTD | +12.2% | +2.7% | +9.5% | +7.3% |
| 1Y | +14.7% | +0.2% | +14.6% | +10.9% |
| 3Y | +73.2% | -0.8% | +73.9% | +60.3% |
| 5Y | +53.7% | +4.4% | +49.3% | +34.4% |
| 10Y | +159.3% | +74.5% | +84.8% | +54.5% |
| All | +158.3% | +350.6% | -192.4% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling