+111.1%
VSH vs GPC
+74.9%
+36.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.4% |
| 7D | +14.3% | +0.4% | +13.9% | +14.2% |
| 30D | -7.9% | -6.3% | -1.6% | -5.0% |
| 3M | -19.9% | -8.2% | -11.7% | -16.8% |
| 6M | -30.5% | +27.1% | -57.6% | -41.9% |
| YTD | +85.7% | +3.1% | +82.5% | +72.4% |
| 1Y | +98.9% | +0.1% | +98.9% | +88.2% |
| 3Y | +32.1% | +0.2% | +31.9% | +20.7% |
| 5Y | +39.7% | +4.9% | +34.8% | +21.2% |
| All | +111.1% | +74.9% | +36.3% | +35.9% |
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