-96.2%
GPMT vs VT
+177.2%
-273.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.6% | -12.8% | -14.3% |
| 7D | -31.8% | +0.4% | -32.2% | -31.9% |
| 30D | -54.1% | -2.6% | -51.5% | -51.9% |
| 3M | -76.1% | -3.2% | -72.9% | -74.7% |
| 6M | -78.6% | +0.9% | -79.6% | -79.0% |
| YTD | -86.4% | +11.3% | -97.8% | -88.7% |
| 1Y | -88.1% | +14.0% | -102.1% | -90.4% |
| 3Y | -91.3% | +75.8% | -167.1% | -96.5% |
| 5Y | -96.3% | +57.8% | -154.1% | -98.2% |
| All | -96.2% | +177.2% | -273.4% | -99.2% |
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