-26.9%
GPN vs VMC
+18.8%
-45.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -4.3% | -3.8% | -0.6% | -2.7% |
| 30D | 0.0% | -9.7% | +9.7% | +4.4% |
| 3M | +35.8% | -9.6% | +45.4% | +41.5% |
| 6M | +22.0% | -4.8% | +26.8% | +24.0% |
| YTD | +15.2% | -10.9% | +26.1% | +18.3% |
| 1Y | +3.5% | -15.6% | +19.1% | +9.0% |
| 3Y | -26.9% | +19.3% | -46.3% | -37.5% |
| All | -26.9% | +18.8% | -45.7% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling