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Agreed. I used to run all my traffic through a VPN I ran, and found that the average latency was lower than routing it to the default gateway.

This was possible because my server was well connected and very low latency talking to Comcast, and also very low latency talking to the rest of the Internet via Level-3, Time Warner, QWest and InterNAP. Where directly routed traffic would run over the Comcast network most of the way across the country.



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