-26.9%
GPN vs VIG
+54.7%
-81.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.5% |
| 7D | -3.5% | -2.2% | -1.3% | +0.1% |
| 30D | +3.1% | -3.2% | +6.4% | +8.8% |
| 3M | +42.3% | +3.0% | +39.3% | +35.9% |
| 6M | +20.9% | +8.1% | +12.7% | +6.9% |
| YTD | +15.2% | +9.1% | +6.2% | +0.6% |
| 1Y | +5.4% | +12.6% | -7.1% | -12.3% |
| All | -26.9% | +54.7% | -81.6% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling