+323.1%
GPN vs VYM
+488.1%
-165.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | -4.6% | -0.8% | -3.8% | -3.8% |
| 30D | -0.3% | -2.2% | +2.0% | +2.2% |
| 3M | +35.4% | +3.1% | +32.4% | +31.3% |
| 6M | +21.7% | +9.7% | +11.9% | +10.6% |
| YTD | +14.9% | +14.9% | 0.0% | -0.6% |
| 1Y | +3.2% | +17.6% | -14.4% | -12.7% |
| 3Y | -27.1% | +65.3% | -92.5% | -55.9% |
| 5Y | -44.4% | +78.7% | -123.1% | -68.2% |
| 10Y | +27.0% | +208.2% | -181.2% | -55.0% |
| All | +323.1% | +488.1% | -165.0% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling