+213.7%
VT vs GPC
+85.6%
+128.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -2.3% | +1.6% | -3.9% | -2.8% |
| 30D | -5.0% | -2.1% | -2.9% | -4.5% |
| 3M | -4.9% | -6.8% | +1.9% | -2.9% |
| 6M | -1.5% | +18.6% | -20.1% | -8.3% |
| YTD | +8.5% | +2.7% | +5.8% | +5.1% |
| 1Y | +11.4% | +1.8% | +9.6% | +8.1% |
| 3Y | +70.1% | +1.1% | +69.0% | +59.7% |
| 5Y | +53.7% | +4.1% | +49.7% | +40.2% |
| All | +213.7% | +85.6% | +128.1% | +124.3% |
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