+641.9%
VST vs GPN
-20.5%
+662.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.0% |
| 7D | +10.9% | +4.3% | +6.6% | +10.1% |
| 30D | -15.6% | +22.1% | -37.7% | -18.8% |
| 3M | -7.8% | +17.1% | -24.8% | -10.7% |
| 6M | -12.0% | +46.7% | -58.7% | -19.3% |
| YTD | -16.9% | +30.8% | -47.7% | -22.6% |
| 1Y | -25.1% | +31.5% | -56.6% | -30.3% |
| 3Y | +297.1% | -5.1% | +302.2% | +288.1% |
| 5Y | +641.9% | -18.1% | +660.0% | +625.9% |
| All | +641.9% | -20.5% | +662.4% | +625.9% |
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