+25.7%
GPN vs VYM
+209.2%
-183.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.9% |
| 7D | -4.3% | -0.8% | -3.5% | -3.3% |
| 30D | 0.0% | -2.2% | +2.3% | +3.2% |
| 3M | +35.8% | +3.1% | +32.8% | +30.6% |
| 6M | +22.0% | +9.7% | +12.3% | +8.0% |
| YTD | +15.2% | +14.9% | +0.3% | -4.2% |
| 1Y | +3.5% | +17.6% | -14.1% | -16.4% |
| 3Y | -26.9% | +65.3% | -92.2% | -61.7% |
| 5Y | -44.2% | +78.7% | -122.9% | -73.0% |
| All | +25.7% | +209.2% | -183.5% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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