+527.8%
GPK vs VT
+374.2%
+153.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -9.8% | +0.4% | -10.2% | -10.3% |
| 30D | -12.4% | +1.0% | -13.3% | -13.4% |
| 3M | -1.0% | +2.4% | -3.3% | -4.0% |
| 6M | -4.8% | +12.0% | -16.8% | -17.1% |
| YTD | -29.2% | +15.3% | -44.6% | -40.5% |
| 1Y | -48.4% | +22.6% | -71.0% | -59.8% |
| 3Y | -50.5% | +74.7% | -125.1% | -75.4% |
| 5Y | -44.5% | +66.1% | -110.7% | -71.4% |
| 10Y | -12.0% | +225.0% | -237.0% | -82.4% |
| All | +527.8% | +374.2% | +153.6% | -22.9% |
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 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