+905.2%
VRT vs GPC
+30.9%
+874.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.2% | +4.0% |
| 7D | +9.1% | +1.2% | +7.9% | +8.7% |
| 30D | +0.9% | +6.0% | -5.0% | -1.1% |
| 3M | -13.4% | +42.6% | -56.0% | -25.5% |
| 6M | +11.7% | +22.8% | -11.1% | +1.8% |
| YTD | +73.2% | +15.5% | +57.8% | +59.4% |
| 1Y | +123.4% | +2.0% | +121.4% | +117.4% |
| 3Y | +606.2% | -1.4% | +607.6% | +561.7% |
| All | +905.2% | +30.9% | +874.3% | +563.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling