+25.3%
GPN vs VSH
+196.4%
-171.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -2.3% |
| 7D | -4.6% | +4.8% | -9.4% | -6.1% |
| 30D | -0.3% | -0.7% | +0.4% | -0.5% |
| 3M | +35.4% | -43.1% | +78.5% | +56.9% |
| 6M | +21.7% | +91.8% | -70.1% | -16.0% |
| YTD | +14.9% | +131.6% | -116.7% | -27.6% |
| 1Y | +3.2% | +118.1% | -114.9% | -34.1% |
| 3Y | -27.1% | +40.9% | -68.0% | -47.1% |
| 5Y | -44.4% | +75.8% | -120.1% | -64.8% |
| All | +25.3% | +196.4% | -171.1% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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