+10.9%
GPK vs VT
+215.5%
-204.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.2% |
| 7D | +25.0% | -2.3% | +27.3% | +27.5% |
| 30D | +31.3% | -5.0% | +36.3% | +36.8% |
| 3M | -4.6% | -4.9% | +0.3% | -0.7% |
| 6M | +2.1% | -1.5% | +3.7% | +3.1% |
| YTD | -23.2% | +8.5% | -31.7% | -28.5% |
| 1Y | -29.3% | +11.4% | -40.6% | -35.6% |
| 3Y | -45.2% | +70.1% | -115.3% | -65.6% |
| 5Y | -39.5% | +53.7% | -93.2% | -58.8% |
| All | +10.9% | +215.5% | -204.7% | -60.9% |
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