-26.9%
GPN vs VCLT
+11.3%
-38.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.7% |
| 7D | -3.5% | -1.3% | -2.2% | -2.5% |
| 30D | +3.1% | -1.1% | +4.3% | +4.1% |
| 3M | +42.3% | -3.7% | +46.0% | +46.8% |
| 6M | +20.9% | -4.0% | +24.9% | +25.0% |
| YTD | +15.2% | -3.4% | +18.6% | +18.5% |
| 1Y | +5.4% | -4.1% | +9.6% | +9.2% |
| All | -26.9% | +11.3% | -38.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling