+61.8%
VNQ vs GPC
+86.4%
-24.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -1.3% | -3.2% | +1.9% | -0.1% |
| 30D | -2.6% | +0.5% | -3.1% | -2.9% |
| 3M | -2.0% | +31.7% | -33.8% | -12.7% |
| 6M | +4.3% | +24.7% | -20.4% | -5.4% |
| YTD | +9.2% | +11.8% | -2.5% | +2.2% |
| 1Y | +5.6% | -3.0% | +8.6% | +4.6% |
| 3Y | +30.8% | -1.1% | +32.0% | +24.1% |
| 5Y | +8.0% | +30.5% | -22.5% | -10.9% |
| All | +61.8% | +86.4% | -24.6% | +7.1% |
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