+392.5%
VNQ vs GPC
+629.1%
-236.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -1.3% | +1.2% | -2.5% | -2.0% |
| 30D | -2.9% | +6.0% | -8.9% | -6.3% |
| 3M | +0.8% | +42.6% | -41.8% | -19.6% |
| 6M | +2.5% | +22.8% | -20.3% | -11.2% |
| YTD | +10.6% | +15.5% | -4.8% | -2.3% |
| 1Y | +9.1% | +2.0% | +7.0% | +3.6% |
| 3Y | +31.0% | -1.4% | +32.5% | +19.8% |
| 5Y | +4.9% | +30.6% | -25.7% | -23.0% |
| 10Y | +59.5% | +80.6% | -21.2% | -17.4% |
| All | +392.5% | +629.1% | -236.5% | -28.9% |
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