+135.2%
VGT vs GPC
+30.9%
+104.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +0.5% | +1.3% | -0.8% | +0.1% |
| 3M | +5.3% | +37.1% | -31.8% | -4.7% |
| 6M | +32.4% | +23.2% | +9.2% | +23.6% |
| YTD | +28.6% | +13.1% | +15.5% | +21.8% |
| 1Y | +37.6% | +0.9% | +36.8% | +35.4% |
| 3Y | +125.5% | -0.8% | +126.3% | +114.4% |
| 5Y | +135.2% | +31.1% | +104.1% | +80.6% |
| All | +135.2% | +30.9% | +104.3% | +80.6% |
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 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