-70.3%
GPCR vs VT
+69.7%
-140.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.4% | +6.4% |
| 7D | -7.0% | -2.3% | -4.6% | -4.6% |
| 30D | -23.7% | -5.0% | -18.8% | -19.5% |
| 3M | -61.3% | -4.9% | -56.4% | -59.2% |
| 6M | -50.2% | -1.5% | -48.6% | -49.2% |
| YTD | -70.7% | +8.5% | -79.2% | -73.0% |
| 1Y | -39.2% | +11.4% | -50.6% | -45.3% |
| 3Y | -70.3% | +70.1% | -140.4% | -83.5% |
| All | -70.3% | +69.7% | -140.0% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling