+2,486.9%
VRT vs GPN
-18.9%
+2,505.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | -8.4% | -4.6% | -3.8% | -6.7% |
| 30D | -10.9% | -0.3% | -10.6% | -11.1% |
| 3M | -13.7% | +35.4% | -49.1% | -25.3% |
| 6M | -4.1% | +21.7% | -25.8% | -14.0% |
| YTD | +58.7% | +14.9% | +43.9% | +43.5% |
| 1Y | +89.6% | +3.2% | +86.4% | +78.5% |
| 3Y | +558.1% | -27.1% | +585.3% | +606.5% |
| 5Y | +953.0% | -44.4% | +997.3% | +1,140.3% |
| All | +2,486.9% | -18.9% | +2,505.8% | +2,902.1% |
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