+160.2%
VXUS vs GPC
+275.0%
-114.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | -1.8% | +1.6% | -3.3% | -2.3% |
| 30D | -4.6% | -2.1% | -2.5% | -4.0% |
| 3M | -6.1% | -6.8% | +0.7% | -4.0% |
| 6M | -4.9% | +18.6% | -23.5% | -12.1% |
| YTD | +8.1% | +2.7% | +5.4% | +4.3% |
| 1Y | +12.1% | +1.8% | +10.3% | +8.5% |
| 3Y | +63.9% | +1.1% | +62.8% | +53.0% |
| 5Y | +43.1% | +4.1% | +39.1% | +28.6% |
| 10Y | +139.2% | +88.2% | +51.0% | +49.8% |
| All | +160.2% | +275.0% | -114.8% | -9.2% |
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