-35.7%
VG vs GPN
-17.8%
-17.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.7% | +6.5% | +4.4% |
| 7D | +3.8% | -6.2% | +10.0% | +5.2% |
| 30D | +7.2% | +1.0% | +6.2% | +6.7% |
| 3M | +22.8% | +36.9% | -14.1% | +10.8% |
| 6M | +33.2% | +16.8% | +16.4% | +25.8% |
| YTD | +124.8% | +13.2% | +111.6% | +113.7% |
| 1Y | +15.8% | +1.4% | +14.4% | +16.7% |
| All | -35.7% | -17.8% | -17.8% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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