+25.3%
GPN vs VO
+200.3%
-174.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.3% |
| 7D | -4.6% | -1.5% | -3.1% | -2.8% |
| 30D | -0.3% | -3.0% | +2.8% | +3.6% |
| 3M | +35.4% | +2.8% | +32.6% | +30.9% |
| 6M | +21.7% | +10.9% | +10.7% | +7.2% |
| YTD | +14.9% | +12.5% | +2.4% | -0.4% |
| 1Y | +3.2% | +12.0% | -8.8% | -9.9% |
| 3Y | -27.1% | +56.3% | -83.4% | -57.2% |
| 5Y | -44.4% | +42.9% | -87.3% | -63.5% |
| All | +25.3% | +200.3% | -174.9% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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