+2,520.1%
GPN vs VMC
+720.1%
+1,800.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +3.8% | -9.1% | +12.9% | +7.4% |
| 3M | +39.2% | -4.1% | +43.3% | +41.1% |
| 6M | +17.9% | -5.5% | +23.4% | +19.9% |
| YTD | +16.4% | -8.9% | +25.3% | +19.1% |
| 1Y | +3.6% | -12.9% | +16.6% | +7.7% |
| 3Y | -26.7% | +22.1% | -48.8% | -33.0% |
| 5Y | -44.8% | +52.7% | -97.5% | -53.6% |
| 10Y | +24.1% | +152.7% | -128.6% | -16.8% |
| All | +2,520.1% | +720.1% | +1,800.0% | +804.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling