+1,232.7%
VST vs GPN
+17.4%
+1,215.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.4% |
| 7D | +5.3% | -6.2% | +11.6% | +7.3% |
| 30D | +5.8% | +1.0% | +4.7% | +5.2% |
| 3M | +3.5% | +36.9% | -33.4% | -7.1% |
| 6M | -7.4% | +16.8% | -24.2% | -13.2% |
| YTD | -6.1% | +13.2% | -19.3% | -12.0% |
| 1Y | -21.6% | +1.4% | -23.1% | -24.3% |
| 3Y | +357.2% | -28.6% | +385.8% | +382.1% |
| 5Y | +777.0% | -47.0% | +824.0% | +902.0% |
| All | +1,232.7% | +17.4% | +1,215.4% | +1,106.4% |
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