-12.0%
GPK vs VT
+224.5%
-236.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -9.8% | +0.4% | -10.2% | -10.1% |
| 30D | -12.4% | +1.0% | -13.3% | -13.1% |
| 3M | -1.0% | +2.4% | -3.3% | -3.0% |
| 6M | -4.8% | +12.0% | -16.8% | -13.6% |
| YTD | -29.2% | +15.3% | -44.6% | -37.3% |
| 1Y | -48.4% | +22.6% | -71.0% | -56.7% |
| 3Y | -50.5% | +74.7% | -125.1% | -69.5% |
| 5Y | -44.5% | +66.1% | -110.7% | -64.5% |
| All | -12.0% | +224.5% | -236.5% | -69.7% |
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