-44.2%
GPN vs VMC
+47.2%
-91.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | -3.5% | -3.7% | +0.2% | -1.6% |
| 30D | +3.1% | -12.8% | +15.9% | +10.4% |
| 3M | +42.3% | -7.9% | +50.2% | +48.0% |
| 6M | +20.9% | -7.5% | +28.4% | +24.9% |
| YTD | +15.2% | -11.6% | +26.9% | +20.0% |
| 1Y | +5.4% | -14.3% | +19.7% | +11.4% |
| 3Y | -27.4% | +18.5% | -45.9% | -37.8% |
| 5Y | -44.2% | +46.8% | -91.0% | -59.2% |
| All | -44.2% | +47.2% | -91.4% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling