+167.9%
VSH vs GPC
+79.8%
+88.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.6% |
| 7D | +6.2% | +0.2% | +6.0% | +6.1% |
| 30D | -11.1% | -0.4% | -10.7% | -11.1% |
| 3M | -44.9% | +39.2% | -84.1% | -55.9% |
| 6M | +90.0% | +18.2% | +71.7% | +67.0% |
| YTD | +118.8% | +12.1% | +106.7% | +95.5% |
| 1Y | +109.0% | -0.7% | +109.6% | +100.9% |
| 3Y | +35.6% | -1.7% | +37.3% | +26.2% |
| 5Y | +66.7% | +29.3% | +37.4% | +28.5% |
| 10Y | +167.9% | +80.7% | +87.3% | +71.1% |
| All | +167.9% | +79.8% | +88.1% | +71.1% |
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