+30.8%
GPJA vs VT
+160.4%
-129.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.6% | -3.1% | +0.5% | -1.6% |
| 3M | -10.3% | -3.5% | -6.8% | -9.3% |
| 6M | -15.7% | +0.5% | -16.2% | -16.0% |
| YTD | -15.0% | +10.8% | -25.7% | -18.1% |
| 1Y | -16.5% | +11.9% | -28.4% | -19.8% |
| 3Y | -5.0% | +73.0% | -78.0% | -22.2% |
| 5Y | -9.0% | +58.6% | -67.6% | -23.8% |
| All | +30.8% | +160.4% | -129.6% | -12.3% |
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