+25.7%
GPN vs VTRS
-48.4%
+74.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -4.3% | -2.2% | -2.1% | -3.7% |
| 30D | 0.0% | +3.3% | -3.3% | -1.0% |
| 3M | +35.8% | +2.0% | +33.8% | +34.7% |
| 6M | +22.0% | +19.9% | +2.1% | +15.1% |
| YTD | +15.2% | +35.7% | -20.5% | +4.6% |
| 1Y | +3.5% | +68.1% | -64.6% | -12.0% |
| 3Y | -26.9% | +87.1% | -114.0% | -41.3% |
| 5Y | -44.2% | +47.6% | -91.8% | -53.2% |
| All | +25.7% | -48.4% | +74.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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