-43.8%
GPN vs VCLT
-17.2%
-26.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -1.4% | -3.2% | -3.8% |
| 30D | -0.3% | -1.2% | +0.9% | +0.5% |
| 3M | +35.4% | -4.8% | +40.2% | +39.6% |
| 6M | +21.7% | -2.6% | +24.2% | +23.8% |
| YTD | +14.9% | -3.3% | +18.2% | +17.4% |
| 1Y | +3.2% | -4.8% | +8.0% | +6.5% |
| 3Y | -27.1% | +11.5% | -38.7% | -31.2% |
| All | -43.8% | -17.2% | -26.6% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling