+2.7%
VUG vs GPC
+2.8%
-0.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +2.7% |
| 7D | +0.5% | +0.8% | -0.3% | +0.5% |
| 30D | -8.2% | -1.1% | -7.1% | -8.2% |
| 3M | -5.4% | -6.6% | +1.2% | -5.2% |
| 6M | -2.5% | +22.2% | -24.8% | -4.2% |
| YTD | +4.2% | +5.1% | -0.9% | +1.4% |
| All | +2.7% | +2.8% | -0.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling