+2,826.7%
VRT vs GPC
+76.5%
+2,750.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.8% |
| 7D | +13.6% | +0.2% | +13.4% | +13.5% |
| 30D | +6.8% | -0.4% | +7.2% | +6.7% |
| 3M | -3.2% | +39.2% | -42.4% | -17.1% |
| 6M | +20.3% | +18.2% | +2.1% | +10.1% |
| YTD | +79.6% | +12.1% | +67.5% | +65.9% |
| 1Y | +139.0% | -0.7% | +139.7% | +132.6% |
| 3Y | +644.6% | -1.7% | +646.3% | +587.1% |
| 5Y | +1,024.4% | +29.3% | +995.1% | +823.1% |
| All | +2,826.7% | +76.5% | +2,750.2% | +1,826.9% |
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 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