+3.2%
GPN vs VMC
-14.0%
+17.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | -4.6% | -3.8% | -0.8% | -3.5% |
| 30D | -0.3% | -9.7% | +9.4% | +2.7% |
| 3M | +35.4% | -9.6% | +45.1% | +39.6% |
| 6M | +21.7% | -4.8% | +26.5% | +24.0% |
| YTD | +14.9% | -10.9% | +25.8% | +14.3% |
| 1Y | +3.2% | -15.6% | +18.8% | +4.7% |
| All | +3.2% | -14.0% | +17.2% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling