+420.5%
VUG vs GPC
+83.6%
+336.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | -1.7% | +1.3% | -3.0% | -2.2% |
| 3M | +2.8% | +37.1% | -34.3% | -8.2% |
| 6M | +13.6% | +23.2% | -9.6% | +4.8% |
| YTD | +8.1% | +13.1% | -5.0% | +1.6% |
| 1Y | +13.1% | +0.9% | +12.2% | +10.5% |
| 3Y | +87.0% | -0.8% | +87.8% | +77.3% |
| 5Y | +76.0% | +31.1% | +44.8% | +48.5% |
| 10Y | +420.5% | +87.4% | +333.1% | +267.3% |
| All | +420.5% | +83.6% | +336.9% | +267.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling