+2,611.5%
GPN vs VFC
+229.5%
+2,382.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | 0.0% |
| 7D | +0.8% | -1.6% | +2.4% | +1.4% |
| 30D | +5.8% | -11.6% | +17.4% | +10.4% |
| 3M | +37.0% | -18.1% | +55.1% | +45.5% |
| 6M | +20.1% | -27.4% | +47.5% | +32.5% |
| YTD | +20.4% | -24.8% | +45.2% | +30.6% |
| 1Y | +7.4% | -8.2% | +15.6% | +6.8% |
| 3Y | -26.1% | -29.1% | +3.0% | -31.4% |
| 5Y | -38.5% | -79.2% | +40.7% | -6.9% |
| 10Y | +28.4% | -68.1% | +96.5% | +53.4% |
| All | +2,611.5% | +229.5% | +2,382.0% | +1,102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling