+3,227.9%
VMC vs GPC
+2,341.8%
+886.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | -4.3% | +1.2% | -5.5% | -4.9% |
| 30D | -8.2% | +6.0% | -14.2% | -11.1% |
| 3M | -7.0% | +42.6% | -49.7% | -23.9% |
| 6M | -10.8% | +22.8% | -33.5% | -21.1% |
| YTD | -7.4% | +15.5% | -22.8% | -15.8% |
| 1Y | -9.5% | +2.0% | -11.5% | -12.2% |
| 3Y | +20.5% | -1.4% | +21.9% | +13.2% |
| 5Y | +51.6% | +30.6% | +21.0% | +20.2% |
| 10Y | +150.0% | +80.6% | +69.4% | +56.5% |
| All | +3,227.9% | +2,341.8% | +886.1% | +697.1% |
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 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