+3,574.4%
VMC vs GPC
+2,122.0%
+1,452.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.2% | +1.3% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | +18.6% | -1.1% | +19.6% | +19.1% |
| 3M | +2.0% | -6.6% | +8.7% | +5.7% |
| 6M | +2.6% | +22.2% | -19.6% | -9.0% |
| YTD | +2.3% | +5.1% | -2.8% | -2.3% |
| 1Y | +1.7% | +2.8% | -1.1% | -1.8% |
| 3Y | +41.7% | +2.4% | +39.4% | +30.7% |
| 5Y | +46.6% | +7.8% | +38.9% | +29.3% |
| 10Y | +140.3% | +87.2% | +53.0% | +46.4% |
| All | +3,574.4% | +2,122.0% | +1,452.4% | +824.2% |
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