+740.0%
VTV vs GPC
+656.4%
+83.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | +3.8% | -6.3% | +10.1% | +6.8% |
| 3M | +1.6% | -8.2% | +9.7% | +5.4% |
| 6M | +11.2% | +27.1% | -15.9% | -2.9% |
| YTD | +22.0% | +3.1% | +18.9% | +16.2% |
| 1Y | +24.9% | +0.1% | +24.8% | +20.6% |
| 3Y | +78.5% | +0.2% | +78.2% | +64.1% |
| 5Y | +77.8% | +4.9% | +72.9% | +54.9% |
| 10Y | +231.1% | +75.2% | +155.9% | +99.0% |
| All | +740.0% | +656.4% | +83.6% | +99.2% |
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