-34.9%
VST vs GPN
+20.6%
-55.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.9% | -11.9% | -13.9% |
| 7D | -15.7% | +15.0% | -30.7% | -14.9% |
| 30D | -17.0% | +16.9% | -33.9% | -16.0% |
| 3M | -15.9% | +9.2% | -25.1% | -15.2% |
| 6M | -25.0% | +34.7% | -59.7% | -25.1% |
| YTD | -25.1% | +25.4% | -50.5% | -24.7% |
| 1Y | -34.9% | +21.7% | -56.6% | -34.6% |
| All | -34.9% | +20.6% | -55.5% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling