+42.6%
GPN vs VT
+223.7%
-181.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -3.0% |
| 7D | -1.9% | +0.4% | -2.2% | -2.7% |
| 30D | +18.9% | -2.6% | +21.5% | +22.2% |
| 3M | +13.8% | -3.2% | +17.1% | +17.9% |
| 6M | +42.3% | +0.9% | +41.3% | +38.8% |
| YTD | +27.6% | +11.3% | +16.3% | +9.1% |
| 1Y | +30.3% | +14.0% | +16.3% | +7.8% |
| 3Y | -5.8% | +75.8% | -81.6% | -56.1% |
| 5Y | -22.6% | +57.8% | -80.4% | -57.8% |
| 10Y | +42.6% | +219.8% | -177.2% | -69.5% |
| All | +42.6% | +223.7% | -181.1% | -69.5% |
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