+916.4%
VRT vs GPN
-46.4%
+962.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.4% | -6.3% |
| 7D | -7.7% | -3.5% | -4.2% | -6.4% |
| 30D | -12.0% | +3.1% | -15.1% | -13.3% |
| 3M | -11.7% | +42.3% | -54.0% | -25.7% |
| 6M | -8.1% | +20.9% | -29.0% | -17.7% |
| YTD | +53.2% | +15.2% | +38.0% | +37.9% |
| 1Y | +81.7% | +5.4% | +76.2% | +69.4% |
| 3Y | +535.3% | -27.4% | +562.7% | +608.9% |
| 5Y | +916.4% | -44.2% | +960.6% | +1,090.5% |
| All | +916.4% | -46.4% | +962.7% | +1,090.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling