+1,346.3%
VSH vs GPC
+2,122.0%
-775.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.3% | +11.1% | +12.0% |
| 7D | +3.5% | +0.8% | +2.7% | +3.1% |
| 30D | -22.4% | -1.1% | -21.3% | -22.4% |
| 3M | -25.2% | -6.6% | -18.5% | -22.6% |
| 6M | -22.5% | +22.2% | -44.8% | -35.2% |
| YTD | +84.2% | +5.1% | +79.1% | +67.3% |
| 1Y | +87.1% | +2.8% | +84.3% | +72.3% |
| 3Y | +31.7% | +2.4% | +29.3% | +17.7% |
| 5Y | +42.6% | +7.8% | +34.8% | +20.4% |
| 10Y | +116.6% | +87.2% | +29.4% | +19.0% |
| All | +1,346.3% | +2,122.0% | -775.7% | +123.0% |
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