+152.7%
VMC vs GPC
+79.8%
+72.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -9.1% | -0.4% | -8.7% | -8.9% |
| 3M | -4.1% | +39.2% | -43.3% | -18.8% |
| 6M | -5.5% | +18.2% | -23.8% | -13.7% |
| YTD | -8.9% | +12.1% | -21.0% | -14.9% |
| 1Y | -12.9% | -0.7% | -12.3% | -14.0% |
| 3Y | +22.1% | -1.7% | +23.8% | +16.0% |
| 5Y | +52.7% | +29.3% | +23.4% | +23.7% |
| 10Y | +152.7% | +80.7% | +72.1% | +68.1% |
| All | +152.7% | +79.8% | +72.9% | +68.1% |
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