-95.8%
GPMT vs VT
+170.2%
-265.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.8% |
| 7D | -21.8% | -2.3% | -19.5% | -17.9% |
| 30D | -54.7% | -5.0% | -49.7% | -50.4% |
| 3M | -73.0% | -4.9% | -68.1% | -70.4% |
| 6M | -76.5% | -1.5% | -75.0% | -75.9% |
| YTD | -84.9% | +8.5% | -93.4% | -86.8% |
| 1Y | -86.6% | +11.4% | -98.0% | -88.8% |
| 3Y | -90.7% | +70.1% | -160.8% | -96.0% |
| 5Y | -95.9% | +53.7% | -149.6% | -97.9% |
| All | -95.8% | +170.2% | -265.9% | -99.1% |
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