+1,238.7%
VUG vs GPN
+709.2%
+529.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.5% |
| 7D | +0.1% | -6.2% | +6.3% | +2.4% |
| 30D | -1.7% | +1.0% | -2.7% | -2.3% |
| 3M | +2.8% | +36.9% | -34.1% | -9.3% |
| 6M | +13.6% | +16.8% | -3.2% | +5.6% |
| YTD | +8.1% | +13.2% | -5.2% | +0.6% |
| 1Y | +13.1% | +1.4% | +11.6% | +9.0% |
| 3Y | +87.0% | -28.6% | +115.6% | +98.8% |
| 5Y | +76.0% | -47.0% | +123.0% | +103.5% |
| 10Y | +420.5% | +25.2% | +395.3% | +322.1% |
| All | +1,238.7% | +709.2% | +529.5% | +467.4% |
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 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