+2,072.9%
VGT vs GPC
+656.4%
+1,416.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +2.5% | +0.4% | +2.0% | +2.3% |
| 30D | -9.5% | -6.3% | -3.2% | -7.0% |
| 3M | -9.5% | -8.2% | -1.3% | -6.4% |
| 6M | -1.8% | +27.1% | -28.9% | -14.4% |
| YTD | +18.4% | +3.1% | +15.3% | +12.1% |
| 1Y | +18.7% | +0.1% | +18.7% | +13.9% |
| 3Y | +103.8% | +0.2% | +103.6% | +85.3% |
| 5Y | +104.4% | +4.9% | +99.5% | +78.4% |
| 10Y | +716.9% | +75.2% | +641.7% | +390.3% |
| All | +2,072.9% | +656.4% | +1,416.5% | +403.4% |
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