-16.4%
GPCR vs VT
+77.9%
-94.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | +6.8% | -0.1% | +6.9% | +7.1% |
| 30D | -14.9% | -3.1% | -11.9% | -12.1% |
| 3M | -59.6% | -3.5% | -56.1% | -58.0% |
| 6M | -44.4% | +0.5% | -44.9% | -44.5% |
| YTD | -68.8% | +10.8% | -79.5% | -71.7% |
| 1Y | -35.9% | +11.9% | -47.8% | -42.4% |
| 3Y | -60.4% | +73.0% | -133.4% | -76.1% |
| All | -16.4% | +77.9% | -94.3% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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