+762.4%
GPN vs VO
+827.2%
-64.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | +5.8% | -0.3% | +6.1% | +6.1% |
| 3M | +37.0% | +2.9% | +34.0% | +33.4% |
| 6M | +20.1% | +9.3% | +10.8% | +10.6% |
| YTD | +20.4% | +14.2% | +6.2% | +6.4% |
| 1Y | +7.4% | +15.3% | -7.8% | -5.7% |
| 3Y | -26.1% | +56.2% | -82.4% | -50.5% |
| 5Y | -38.5% | +42.4% | -81.0% | -54.6% |
| 10Y | +28.4% | +194.7% | -166.4% | -47.3% |
| All | +762.4% | +827.2% | -64.9% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling