+29.9%
GPJA vs VT
+163.4%
-133.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.1% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | -3.2% | -1.7% | -1.5% | -2.7% |
| 3M | -11.0% | -2.3% | -8.7% | -10.4% |
| 6M | -16.7% | +1.5% | -18.2% | -17.2% |
| YTD | -15.6% | +12.0% | -27.6% | -19.0% |
| 1Y | -17.4% | +12.9% | -30.3% | -21.0% |
| 3Y | -5.7% | +74.9% | -80.6% | -23.1% |
| 5Y | -8.9% | +59.9% | -68.8% | -23.9% |
| All | +29.9% | +163.4% | -133.5% | -13.2% |
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