+789.2%
VGT vs GPC
+87.0%
+702.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.0% | -1.8% | +0.7% | -0.5% |
| 30D | -0.4% | +0.1% | -0.5% | -0.6% |
| 3M | +6.6% | +37.4% | -30.7% | -5.7% |
| 6M | +31.0% | +25.4% | +5.6% | +19.3% |
| YTD | +27.2% | +12.2% | +15.1% | +19.4% |
| 1Y | +34.5% | -0.3% | +34.8% | +31.6% |
| 3Y | +123.1% | -1.6% | +124.7% | +111.3% |
| 5Y | +135.1% | +31.0% | +104.1% | +96.1% |
| All | +789.2% | +87.0% | +702.2% | +522.7% |
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 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