+2,122.6%
VGT vs GPC
+658.9%
+1,463.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | -1.6% | -2.1% | +0.5% | -0.6% |
| 30D | -10.1% | -4.5% | -5.6% | -8.4% |
| 3M | -5.3% | -7.7% | +2.4% | -2.3% |
| 6M | +0.2% | +24.3% | -24.1% | -11.8% |
| YTD | +21.1% | +3.5% | +17.6% | +14.5% |
| 1Y | +18.2% | +0.7% | +17.4% | +13.0% |
| 3Y | +107.4% | 0.0% | +107.4% | +88.9% |
| 5Y | +111.5% | +5.8% | +105.7% | +83.8% |
| 10Y | +735.5% | +75.8% | +659.8% | +400.8% |
| All | +2,122.6% | +658.9% | +1,463.7% | +414.2% |
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