-39.3%
VG vs GPC
+24.0%
-63.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | +1.7% | +1.2% | +0.5% | +1.9% |
| 30D | +16.0% | +6.0% | +10.0% | +16.9% |
| 3M | +9.7% | +42.6% | -32.9% | +13.0% |
| 6M | +29.6% | +22.8% | +6.8% | +36.6% |
| YTD | +112.0% | +15.5% | +96.6% | +129.4% |
| 1Y | +12.8% | +2.0% | +10.8% | +22.7% |
| All | -39.3% | +24.0% | -63.3% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling