+183.8%
VXUS vs GPC
+321.7%
-137.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.6% |
| 30D | +2.2% | +6.0% | -3.8% | 0.0% |
| 3M | +3.0% | +42.6% | -39.7% | -10.8% |
| 6M | +10.7% | +22.8% | -12.1% | +1.2% |
| YTD | +17.8% | +15.5% | +2.4% | +9.3% |
| 1Y | +27.6% | +2.0% | +25.5% | +23.9% |
| 3Y | +73.3% | -1.4% | +74.7% | +64.5% |
| 5Y | +54.3% | +30.6% | +23.7% | +26.5% |
| 10Y | +149.8% | +80.6% | +69.2% | +65.6% |
| All | +183.8% | +321.7% | -137.9% | -4.9% |
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