+51.5%
GPTY vs VT
+36.9%
+14.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.2% | +0.4% | +1.7% | +1.5% |
| 30D | +4.0% | +1.0% | +3.0% | +2.5% |
| 3M | -4.7% | +2.4% | -7.1% | -7.6% |
| 6M | +35.4% | +12.0% | +23.4% | +15.3% |
| YTD | +29.3% | +15.3% | +14.0% | +5.5% |
| 1Y | +40.8% | +22.6% | +18.2% | +5.4% |
| All | +51.5% | +36.9% | +14.6% | 0.0% |
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