-88.3%
GPRO vs VT
+224.5%
-312.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | 0.0% | +22.3% | +22.3% |
| 7D | +183.3% | +0.4% | +182.9% | +179.4% |
| 30D | +135.5% | +1.0% | +134.5% | +130.6% |
| 3M | +70.0% | +2.4% | +67.6% | +63.8% |
| 6M | +57.4% | +12.0% | +45.4% | +33.2% |
| YTD | +20.6% | +15.3% | +5.2% | -2.2% |
| 1Y | +16.4% | +22.6% | -6.1% | -12.4% |
| 3Y | -53.3% | +74.7% | -128.0% | -78.6% |
| 5Y | -82.8% | +66.1% | -149.0% | -91.3% |
| All | -88.3% | +224.5% | -312.8% | -97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling