-91.5%
GPRO vs VT
+215.5%
-307.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.5% | +4.4% |
| 7D | -3.1% | -2.3% | -0.8% | +0.8% |
| 30D | -26.1% | -5.0% | -21.2% | -19.4% |
| 3M | +23.6% | -4.9% | +28.5% | +34.2% |
| 6M | -35.6% | -1.5% | -34.1% | -33.4% |
| YTD | -36.1% | +8.5% | -44.6% | -42.4% |
| 1Y | -47.0% | +11.4% | -58.4% | -54.0% |
| 3Y | -67.1% | +70.1% | -137.2% | -84.1% |
| 5Y | -90.6% | +53.7% | -144.3% | -94.6% |
| All | -91.5% | +215.5% | -307.1% | -97.8% |
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