+173.7%
VEA vs GPC
+406.5%
-232.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.4% |
| 30D | +1.9% | +6.0% | -4.0% | -0.8% |
| 3M | +3.2% | +42.6% | -39.4% | -13.6% |
| 6M | +10.2% | +22.8% | -12.5% | -1.4% |
| YTD | +18.9% | +15.5% | +3.4% | +8.2% |
| 1Y | +29.3% | +2.0% | +27.3% | +24.5% |
| 3Y | +76.8% | -1.4% | +78.2% | +65.0% |
| 5Y | +61.2% | +30.6% | +30.6% | +26.2% |
| 10Y | +163.3% | +80.6% | +82.7% | +57.3% |
| All | +173.7% | +406.5% | -232.9% | -31.2% |
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