+326.4%
GPN vs VT
+374.2%
-47.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +0.8% | +0.4% | +0.3% | +0.3% |
| 30D | +5.8% | +1.0% | +4.8% | +4.8% |
| 3M | +37.0% | +2.4% | +34.6% | +33.7% |
| 6M | +20.1% | +12.0% | +8.1% | +7.6% |
| YTD | +20.4% | +15.3% | +5.1% | +4.8% |
| 1Y | +7.4% | +22.6% | -15.2% | -11.8% |
| 3Y | -26.1% | +74.7% | -100.8% | -56.1% |
| 5Y | -38.5% | +66.1% | -104.7% | -61.1% |
| 10Y | +28.4% | +225.0% | -196.6% | -51.5% |
| All | +326.4% | +374.2% | -47.8% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling