-1.5%
GPZ vs VT
+31.9%
-33.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.7% |
| 7D | -2.7% | +0.4% | -3.2% | -3.3% |
| 30D | -1.3% | +1.0% | -2.3% | -2.5% |
| 3M | +7.2% | +2.4% | +4.8% | +4.1% |
| 6M | +9.1% | +12.0% | -2.9% | -5.5% |
| YTD | -10.0% | +15.3% | -25.4% | -25.4% |
| 1Y | -12.2% | +22.6% | -34.7% | -34.6% |
| All | -1.5% | +31.9% | -33.5% | -37.1% |
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