+165.8%
VXUS vs GPC
+280.8%
-115.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -2.5% | -1.8% | -0.7% | -2.1% |
| 3M | -4.6% | -6.6% | +2.0% | -2.5% |
| 6M | -2.6% | +21.3% | -24.0% | -10.7% |
| YTD | +10.4% | +4.3% | +6.1% | +6.0% |
| 1Y | +12.9% | +3.3% | +9.6% | +8.7% |
| 3Y | +68.4% | +0.8% | +67.6% | +57.6% |
| 5Y | +47.7% | +7.4% | +40.3% | +31.0% |
| 10Y | +142.2% | +79.2% | +63.0% | +57.1% |
| All | +165.8% | +280.8% | -115.0% | -7.7% |
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