+1,855.0%
VRT vs GPC
+64.2%
+1,790.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -17.7% | +0.4% | -18.0% | -17.8% |
| 30D | -20.0% | -1.8% | -18.2% | -19.7% |
| 3M | -28.1% | -6.6% | -21.5% | -26.6% |
| 6M | -42.8% | +21.3% | -64.2% | -48.6% |
| YTD | +20.0% | +4.3% | +15.7% | +13.5% |
| 1Y | +3.5% | +3.3% | +0.3% | -1.7% |
| 3Y | +366.1% | +0.8% | +365.3% | +317.5% |
| 5Y | +632.2% | +7.4% | +624.8% | +548.4% |
| All | +1,855.0% | +64.2% | +1,790.8% | +1,218.4% |
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