-43.8%
GPN vs VIG
+63.0%
-106.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.4% |
| 7D | -4.6% | -1.1% | -3.5% | -3.0% |
| 30D | -0.3% | -2.7% | +2.5% | +4.0% |
| 3M | +35.4% | +2.5% | +32.9% | +30.8% |
| 6M | +21.7% | +9.2% | +12.4% | +7.2% |
| YTD | +14.9% | +9.8% | +5.1% | +0.6% |
| 1Y | +3.2% | +12.4% | -9.2% | -12.5% |
| 3Y | -27.1% | +55.9% | -83.0% | -60.5% |
| All | -43.8% | +63.0% | -106.8% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling