+2,520.1%
GPN vs VSH
+201.9%
+2,318.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.1% |
| 7D | -0.7% | +6.2% | -6.9% | -2.4% |
| 30D | +3.8% | -11.1% | +15.0% | +6.9% |
| 3M | +39.2% | -44.9% | +84.1% | +58.7% |
| 6M | +17.9% | +90.0% | -72.1% | -10.1% |
| YTD | +16.4% | +118.8% | -102.4% | -15.7% |
| 1Y | +3.6% | +109.0% | -105.3% | -24.4% |
| 3Y | -26.7% | +35.6% | -62.3% | -41.6% |
| 5Y | -44.8% | +66.7% | -111.5% | -59.2% |
| 10Y | +24.1% | +167.9% | -143.8% | -22.5% |
| All | +2,520.1% | +201.9% | +2,318.2% | +1,101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling