+1,216.9%
VST vs GPN
+24.8%
+1,192.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +8.9% | +0.8% | +8.1% | +8.7% |
| 30D | +6.2% | +5.8% | +0.4% | +4.3% |
| 3M | -2.7% | +37.0% | -39.7% | -12.6% |
| 6M | -8.4% | +20.1% | -28.5% | -14.7% |
| YTD | -7.2% | +20.4% | -27.6% | -14.6% |
| 1Y | -20.9% | +7.4% | -28.3% | -24.8% |
| 3Y | +384.0% | -26.1% | +410.1% | +406.4% |
| 5Y | +757.1% | -38.5% | +795.6% | +825.7% |
| All | +1,216.9% | +24.8% | +1,192.0% | +1,071.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling