-46.6%
VG vs GPC
+11.1%
-57.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.4% |
| 7D | +5.5% | -2.1% | +7.6% | +5.1% |
| 30D | -3.6% | -4.5% | +0.9% | -4.0% |
| 3M | -4.0% | -7.7% | +3.7% | -4.8% |
| 6M | +9.4% | +24.3% | -14.9% | +11.5% |
| YTD | +86.6% | +3.5% | +83.2% | +99.3% |
| 1Y | +69.5% | +0.7% | +68.8% | +81.3% |
| All | -46.6% | +11.1% | -57.7% | -43.6% |
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