+26.5%
VTEB vs GPC
+123.3%
-96.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -1.6% | -0.4% | -1.2% | -1.6% |
| 3M | -2.0% | +39.2% | -41.2% | -2.9% |
| 6M | -1.7% | +18.2% | -19.9% | -2.2% |
| YTD | -0.6% | +12.1% | -12.7% | -1.0% |
| 1Y | +1.8% | -0.7% | +2.5% | +1.7% |
| 3Y | +9.6% | -1.7% | +11.3% | +9.2% |
| 5Y | +2.1% | +29.3% | -27.2% | +0.8% |
| 10Y | +18.9% | +80.7% | -61.7% | +15.2% |
| All | +26.5% | +123.3% | -96.8% | +24.2% |
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