+725.0%
VTV vs GPC
+746.8%
-21.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.8% |
| 7D | +0.5% | +1.2% | -0.7% | -0.1% |
| 30D | +1.1% | +6.0% | -4.9% | -1.8% |
| 3M | +5.9% | +42.6% | -36.7% | -12.1% |
| 6M | +11.6% | +22.8% | -11.1% | -0.8% |
| YTD | +19.8% | +15.5% | +4.4% | +8.4% |
| 1Y | +26.2% | +2.0% | +24.2% | +21.3% |
| 3Y | +68.5% | -1.4% | +69.9% | +57.0% |
| 5Y | +79.9% | +30.6% | +49.3% | +40.0% |
| 10Y | +229.7% | +80.6% | +149.1% | +97.9% |
| All | +725.0% | +746.8% | -21.8% | +85.9% |
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