+399.1%
VNQ vs GPC
+551.2%
-152.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +0.8% | +0.4% | +0.3% | +0.5% |
| 30D | +6.8% | -6.3% | +13.1% | +10.6% |
| 3M | -1.3% | -8.2% | +6.9% | +3.2% |
| 6M | +2.4% | +27.1% | -24.7% | -13.2% |
| YTD | +12.1% | +3.1% | +9.0% | +5.3% |
| 1Y | +12.0% | +0.1% | +11.9% | +7.0% |
| 3Y | +44.8% | +0.2% | +44.6% | +30.0% |
| 5Y | +6.9% | +4.9% | +2.0% | -9.9% |
| 10Y | +82.9% | +75.2% | +7.7% | -5.6% |
| All | +399.1% | +551.2% | -152.1% | -23.3% |
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