-39.3%
VG vs GPC
+24.0%
-63.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.8% |
| 30D | +16.0% | +5.1% | +10.9% | +16.8% |
| 3M | +9.7% | +41.5% | -31.8% | +12.8% |
| 6M | +29.6% | +21.8% | +7.8% | +36.4% |
| YTD | +112.0% | +14.6% | +97.5% | +129.0% |
| 1Y | +12.8% | +1.3% | +11.5% | +22.6% |
| All | -39.3% | +24.0% | -63.3% | -35.2% |
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