-51.4%
VG vs GPC
+11.7%
-63.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -4.3% |
| 7D | -22.0% | +1.7% | -23.7% | -21.7% |
| 30D | -14.7% | -2.3% | -12.4% | -14.8% |
| 3M | -7.1% | -4.5% | -2.6% | -7.5% |
| 6M | -11.2% | +21.6% | -32.7% | -9.2% |
| YTD | +69.8% | +4.0% | +65.8% | +81.6% |
| 1Y | +49.9% | +3.5% | +46.4% | +60.1% |
| All | -51.4% | +11.7% | -63.1% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling