+1,740.6%
VRT vs GPC
+61.6%
+1,679.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.0% |
| 7D | -21.4% | +1.6% | -22.9% | -21.9% |
| 30D | -25.8% | -2.1% | -23.7% | -25.5% |
| 3M | -33.5% | -6.8% | -26.7% | -32.2% |
| 6M | -49.0% | +18.6% | -67.6% | -53.7% |
| YTD | +12.9% | +2.7% | +10.3% | +7.4% |
| 1Y | 0.0% | +1.8% | -1.8% | -4.6% |
| 3Y | +361.8% | +1.1% | +360.7% | +311.3% |
| 5Y | +565.1% | +4.1% | +561.1% | +496.3% |
| All | +1,740.6% | +61.6% | +1,679.0% | +1,147.7% |
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