+298.0%
VST vs GPN
-4.5%
+302.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.9% |
| 7D | +10.9% | +4.3% | +6.6% | +10.4% |
| 30D | -15.6% | +22.1% | -37.7% | -17.5% |
| 3M | -7.8% | +17.1% | -24.8% | -9.5% |
| 6M | -12.0% | +46.7% | -58.7% | -17.0% |
| YTD | -16.9% | +30.8% | -47.7% | -20.4% |
| 1Y | -25.1% | +31.5% | -56.6% | -28.4% |
| All | +298.0% | -4.5% | +302.5% | +290.4% |
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 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