+602.7%
GPK vs VT
+345.0%
+257.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +3.1% |
| 7D | +31.0% | -4.2% | +35.2% | +37.6% |
| 30D | +34.0% | -5.8% | +39.8% | +43.4% |
| 3M | -1.9% | -5.2% | +3.4% | +4.2% |
| 6M | +9.9% | +0.1% | +9.8% | +9.0% |
| YTD | -20.8% | +8.2% | -29.0% | -28.5% |
| 1Y | -29.3% | +10.1% | -39.4% | -37.6% |
| 3Y | -43.8% | +69.7% | -113.4% | -71.2% |
| 5Y | -37.6% | +53.4% | -91.0% | -64.6% |
| 10Y | +15.7% | +219.2% | -203.5% | -76.7% |
| All | +602.7% | +345.0% | +257.8% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling