+36.6%
GXC price history and return analytics
+229.8%
-193.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.0% |
| 7D | -3.8% | -1.1% | -2.7% | -2.8% |
| 30D | -3.9% | -1.0% | -2.9% | -3.1% |
| 3M | -2.9% | +3.2% | -6.1% | -5.8% |
| 6M | -9.2% | +12.5% | -21.7% | -18.8% |
| YTD | -8.9% | +14.1% | -22.9% | -19.5% |
| 1Y | -12.9% | +18.9% | -31.8% | -26.0% |
| 3Y | +30.0% | +74.1% | -44.0% | -22.9% |
| 5Y | -15.0% | +66.9% | -81.9% | -47.6% |
| All | +36.6% | +229.8% | -193.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling