+1,250.4%
VUG vs GPC
+746.8%
+503.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -0.1% | +1.2% | -1.3% | -0.6% |
| 30D | -0.3% | +6.0% | -6.3% | -3.0% |
| 3M | -0.7% | +42.6% | -43.3% | -16.5% |
| 6M | +14.6% | +22.8% | -8.1% | +2.7% |
| YTD | +9.0% | +15.5% | -6.4% | -0.8% |
| 1Y | +14.9% | +2.0% | +12.8% | +10.3% |
| 3Y | +86.0% | -1.4% | +87.5% | +73.0% |
| 5Y | +76.7% | +30.6% | +46.1% | +40.6% |
| 10Y | +411.3% | +80.6% | +330.7% | +215.4% |
| All | +1,250.4% | +746.8% | +503.6% | +227.7% |
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