+228.8%
VTV vs GPC
+74.9%
+153.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | +3.8% | -6.3% | +10.1% | +6.1% |
| 3M | +1.6% | -8.2% | +9.7% | +4.5% |
| 6M | +11.2% | +27.1% | -15.9% | +0.3% |
| YTD | +22.0% | +3.1% | +18.9% | +17.7% |
| 1Y | +24.9% | +0.1% | +24.8% | +21.9% |
| 3Y | +78.5% | +0.2% | +78.2% | +67.7% |
| 5Y | +77.8% | +4.9% | +72.9% | +59.9% |
| All | +228.8% | +74.9% | +153.9% | +125.4% |
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