-91.0%
GPRO vs VT
+53.2%
-144.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.1% | -4.9% | -1.7% |
| 7D | -14.0% | -4.2% | -9.8% | -6.9% |
| 30D | -34.8% | -5.8% | -29.0% | -27.1% |
| 3M | +19.1% | -5.2% | +24.4% | +31.2% |
| 6M | -41.1% | +0.1% | -41.2% | -40.9% |
| YTD | -39.0% | +8.2% | -47.2% | -45.6% |
| 1Y | -51.4% | +10.1% | -61.5% | -57.8% |
| 3Y | -69.6% | +69.7% | -139.3% | -85.8% |
| 5Y | -91.0% | +53.4% | -144.4% | -94.7% |
| All | -91.0% | +53.2% | -144.2% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling