+222.3%
VT vs GPN
+24.3%
+198.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.6% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | -0.2% | +3.8% | -4.1% | -1.6% |
| 3M | +4.5% | +39.2% | -34.6% | -6.9% |
| 6M | +14.1% | +17.9% | -3.8% | +6.6% |
| YTD | +14.8% | +16.4% | -1.6% | +6.8% |
| 1Y | +21.2% | +3.6% | +17.6% | +16.8% |
| 3Y | +76.6% | -26.7% | +103.2% | +86.0% |
| 5Y | +66.6% | -44.8% | +111.4% | +89.1% |
| 10Y | +222.3% | +24.1% | +198.1% | +180.7% |
| All | +222.3% | +24.3% | +198.0% | +180.7% |
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