+44.0%
GPN vs VT
+215.5%
-171.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.3% |
| 7D | +0.6% | -2.3% | +2.9% | +3.4% |
| 30D | +20.1% | -5.0% | +25.1% | +27.4% |
| 3M | +11.4% | -4.9% | +16.3% | +17.9% |
| 6M | +40.8% | -1.5% | +42.4% | +41.9% |
| YTD | +27.1% | +8.5% | +18.6% | +12.4% |
| 1Y | +29.2% | +11.4% | +17.8% | +10.3% |
| 3Y | -9.4% | +70.1% | -79.4% | -55.9% |
| 5Y | -25.1% | +53.7% | -78.9% | -57.7% |
| All | +44.0% | +215.5% | -171.5% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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