+359.1%
VST vs GPN
-27.1%
+386.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.1% |
| 7D | +9.9% | -0.7% | +10.6% | +10.0% |
| 30D | +7.9% | +3.8% | +4.1% | +7.3% |
| 3M | +3.4% | +39.2% | -35.7% | -2.4% |
| 6M | -4.1% | +17.9% | -22.0% | -7.2% |
| YTD | -5.7% | +16.4% | -22.1% | -8.6% |
| 1Y | -18.9% | +3.6% | -22.5% | -19.6% |
| 3Y | +359.1% | -26.7% | +385.7% | +340.1% |
| All | +359.1% | -27.1% | +386.1% | +340.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling