-100.0%
GPUS vs VT
+371.8%
-471.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -20.8% | +1.0% | -21.8% | -21.5% |
| 30D | -68.3% | -0.2% | -68.1% | -68.3% |
| 3M | -78.9% | +4.5% | -83.4% | -79.5% |
| 6M | -77.6% | +14.1% | -91.7% | -79.4% |
| YTD | -78.9% | +14.8% | -93.6% | -80.5% |
| 1Y | -90.0% | +21.2% | -111.2% | -91.0% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| 5Y | -100.0% | +66.6% | -166.6% | -100.0% |
| 10Y | -100.0% | +222.3% | -322.3% | -100.0% |
| All | -100.0% | +371.8% | -471.8% | -100.0% |
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 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