+261.6%
GPN vs VCLT
+102.9%
+158.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -6.2% | 0.0% | -6.3% | -6.2% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +36.9% | -2.9% | +39.8% | +38.1% |
| 6M | +16.8% | -4.0% | +20.7% | +18.2% |
| YTD | +13.2% | -2.2% | +15.5% | +14.1% |
| 1Y | +1.4% | -2.6% | +4.0% | +2.3% |
| 3Y | -28.6% | +12.3% | -40.9% | -30.5% |
| 5Y | -47.0% | -16.4% | -30.6% | -46.9% |
| 10Y | +25.2% | +18.1% | +7.1% | +29.2% |
| All | +261.6% | +102.9% | +158.7% | +384.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling