+377.4%
VT vs GPC
+505.7%
-128.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +1.0% | +5.1% | -4.2% | -1.4% |
| 3M | +2.4% | +41.5% | -39.1% | -14.2% |
| 6M | +12.0% | +21.8% | -9.8% | +0.4% |
| YTD | +15.3% | +14.6% | +0.8% | +5.1% |
| 1Y | +22.6% | +1.3% | +21.3% | +18.3% |
| 3Y | +74.7% | -1.4% | +76.1% | +62.6% |
| 5Y | +66.1% | +30.6% | +35.5% | +29.8% |
| 10Y | +225.0% | +80.6% | +144.4% | +94.0% |
| All | +377.4% | +505.7% | -128.2% | +10.3% |
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 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