+1,174.9%
VSH vs GPC
+2,071.6%
-896.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.6% |
| 7D | -12.9% | +1.6% | -14.5% | -13.9% |
| 30D | -36.9% | -2.1% | -34.8% | -36.6% |
| 3M | -28.8% | -6.8% | -22.0% | -26.3% |
| 6M | -30.3% | +18.6% | -48.9% | -40.6% |
| YTD | +62.4% | +2.7% | +59.7% | +49.4% |
| 1Y | +62.5% | +1.8% | +60.7% | +50.3% |
| 3Y | +7.4% | +1.1% | +6.3% | -3.4% |
| 5Y | +25.4% | +4.1% | +21.4% | +8.2% |
| 10Y | +102.6% | +88.2% | +14.4% | +10.6% |
| All | +1,174.9% | +2,071.6% | -896.7% | +99.2% |
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