+1,155.8%
VUG vs GPC
+653.1%
+502.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | -3.4% | +1.6% | -5.0% | -4.1% |
| 30D | -11.1% | -2.1% | -9.0% | -10.5% |
| 3M | -7.2% | -6.8% | -0.4% | -4.8% |
| 6M | -4.1% | +18.6% | -22.7% | -13.0% |
| YTD | +1.4% | +2.7% | -1.3% | -3.3% |
| 1Y | +1.9% | +1.8% | +0.1% | -2.6% |
| 3Y | +77.7% | +1.1% | +76.7% | +62.1% |
| 5Y | +57.6% | +4.1% | +53.5% | +39.4% |
| 10Y | +398.6% | +88.2% | +310.3% | +193.6% |
| All | +1,155.8% | +653.1% | +502.7% | +219.7% |
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