-13.9%
VMC vs GPC
+0.6%
-14.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.6% |
| 7D | -5.3% | -0.6% | -4.7% | -5.1% |
| 30D | -12.3% | +1.3% | -13.6% | -12.8% |
| 3M | -10.3% | +37.1% | -47.4% | -22.0% |
| 6M | -8.6% | +23.2% | -31.8% | -17.2% |
| YTD | -11.9% | +13.1% | -25.0% | -16.6% |
| 1Y | -13.9% | +0.9% | -14.8% | -14.4% |
| All | -13.9% | +0.6% | -14.5% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling