-26.7%
GPN vs VO
+36.2%
-62.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -5.6% | +3.1% | -8.7% | -9.0% |
| 30D | +13.6% | +2.2% | +11.4% | +10.4% |
| 3M | -2.8% | -2.5% | -0.3% | -0.1% |
| 6M | +38.1% | +7.0% | +31.1% | +27.1% |
| YTD | +19.9% | +14.0% | +5.9% | +2.4% |
| 1Y | +23.4% | +15.6% | +7.8% | +3.6% |
| 3Y | -12.6% | +66.2% | -78.8% | -51.0% |
| All | -26.7% | +36.2% | -62.9% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling