-87.0%
GPMT vs VT
+187.2%
-274.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -3.7% | +0.4% | -4.2% | -4.3% |
| 30D | -30.7% | +1.0% | -31.6% | -31.6% |
| 3M | -30.1% | +2.4% | -32.5% | -33.0% |
| 6M | -38.1% | +12.0% | -50.1% | -48.9% |
| YTD | -53.6% | +15.3% | -68.9% | -63.4% |
| 1Y | -61.0% | +22.6% | -83.6% | -72.3% |
| 3Y | -73.9% | +74.7% | -148.5% | -89.4% |
| 5Y | -87.1% | +66.1% | -153.2% | -94.3% |
| All | -87.0% | +187.2% | -274.2% | -97.5% |
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