+66.6%
VT vs GPC
+30.9%
+35.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +1.0% | +5.1% | -4.2% | -0.3% |
| 3M | +2.4% | +41.5% | -39.1% | -7.1% |
| 6M | +12.0% | +21.8% | -9.8% | +5.6% |
| YTD | +15.3% | +14.6% | +0.8% | +9.5% |
| 1Y | +22.6% | +1.3% | +21.3% | +20.6% |
| 3Y | +74.7% | -1.4% | +76.1% | +68.9% |
| All | +66.6% | +30.9% | +35.7% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling