-44.2%
GPN vs VFC
-79.4%
+35.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.2% |
| 7D | -3.5% | -3.3% | -0.2% | -2.7% |
| 30D | +3.1% | -14.0% | +17.1% | +7.2% |
| 3M | +42.3% | -22.6% | +64.8% | +51.0% |
| 6M | +20.9% | -24.7% | +45.6% | +28.8% |
| YTD | +15.2% | -29.0% | +44.2% | +24.3% |
| 1Y | +5.4% | -13.8% | +19.2% | +7.3% |
| 3Y | -27.4% | -28.2% | +0.9% | -30.4% |
| 5Y | -44.2% | -79.0% | +34.8% | -9.3% |
| All | -44.2% | -79.4% | +35.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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