-44.2%
GPN vs VSH
+64.5%
-108.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -3.5% | +3.1% | -6.6% | -4.2% |
| 30D | +3.1% | -5.7% | +8.8% | +4.2% |
| 3M | +42.3% | -42.5% | +84.8% | +58.3% |
| 6M | +20.9% | +82.7% | -61.8% | -10.7% |
| YTD | +15.2% | +118.2% | -103.0% | -20.9% |
| 1Y | +5.4% | +109.7% | -104.2% | -27.3% |
| 3Y | -27.4% | +35.3% | -62.7% | -43.2% |
| 5Y | -44.2% | +65.6% | -109.8% | -63.2% |
| All | -44.2% | +64.5% | -108.7% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling