+1,190.7%
VUG vs GPC
+670.6%
+520.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +1.8% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | -8.2% | -1.1% | -7.1% | -8.0% |
| 3M | -5.4% | -6.6% | +1.2% | -3.0% |
| 6M | -2.5% | +22.2% | -24.8% | -12.7% |
| YTD | +4.2% | +5.1% | -0.9% | -1.6% |
| 1Y | +5.0% | +2.8% | +2.2% | 0.0% |
| 3Y | +81.7% | +2.4% | +79.4% | +65.0% |
| 5Y | +62.5% | +7.8% | +54.8% | +41.5% |
| 10Y | +396.3% | +87.2% | +309.1% | +194.4% |
| All | +1,190.7% | +670.6% | +520.1% | +225.3% |
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 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