+396.0%
GPI vs VT
+214.8%
+181.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +2.8% |
| 7D | +2.5% | -4.2% | +6.7% | +8.0% |
| 30D | +12.5% | -5.8% | +18.3% | +20.8% |
| 3M | -3.8% | -5.2% | +1.4% | +2.5% |
| 6M | -21.6% | +0.1% | -21.8% | -23.1% |
| YTD | -31.9% | +8.2% | -40.1% | -39.9% |
| 1Y | -31.7% | +10.1% | -41.8% | -41.2% |
| 3Y | -1.4% | +69.7% | -71.0% | -52.9% |
| 5Y | +39.8% | +53.4% | -13.6% | -22.9% |
| All | +396.0% | +214.8% | +181.2% | +17.8% |
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