+25.3%
GPN vs VIG
+250.0%
-224.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.3% |
| 7D | -4.6% | -1.1% | -3.5% | -3.1% |
| 30D | -0.3% | -2.7% | +2.5% | +3.8% |
| 3M | +35.4% | +2.5% | +32.9% | +30.9% |
| 6M | +21.7% | +9.2% | +12.4% | +7.7% |
| YTD | +14.9% | +9.8% | +5.1% | +1.0% |
| 1Y | +3.2% | +12.4% | -9.2% | -12.0% |
| 3Y | -27.1% | +55.9% | -83.0% | -60.0% |
| 5Y | -44.4% | +63.9% | -108.3% | -71.2% |
| All | +25.3% | +250.0% | -224.7% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling