+25.3%
GPN vs VMC
+156.6%
-131.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.7% |
| 7D | -4.6% | -3.8% | -0.8% | -3.0% |
| 30D | -0.3% | -9.7% | +9.4% | +4.1% |
| 3M | +35.4% | -9.6% | +45.1% | +41.1% |
| 6M | +21.7% | -4.8% | +26.5% | +23.7% |
| YTD | +14.9% | -10.9% | +25.8% | +19.0% |
| 1Y | +3.2% | -15.6% | +18.8% | +9.3% |
| 3Y | -27.1% | +19.3% | -46.5% | -34.3% |
| 5Y | -44.4% | +48.0% | -92.4% | -54.6% |
| All | +25.3% | +156.6% | -131.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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