+960.3%
VTI vs GPC
+963.0%
-2.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | 0.0% | +6.0% | -5.9% | -2.9% |
| 3M | +2.0% | +42.6% | -40.6% | -15.6% |
| 6M | +13.0% | +22.8% | -9.8% | +0.2% |
| YTD | +13.9% | +15.5% | -1.5% | +2.8% |
| 1Y | +20.0% | +2.0% | +18.0% | +15.0% |
| 3Y | +75.8% | -1.4% | +77.2% | +63.0% |
| 5Y | +73.8% | +30.6% | +43.3% | +35.4% |
| 10Y | +297.5% | +80.6% | +216.9% | +137.0% |
| All | +960.3% | +963.0% | -2.7% | +87.0% |
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