-6.7%
GPZ vs VT
+23.8%
-30.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.4% | +0.8% |
| 7D | +1.6% | -4.2% | +5.8% | +7.4% |
| 30D | +8.0% | -5.8% | +13.8% | +16.6% |
| 3M | -6.5% | -5.2% | -1.3% | +0.2% |
| 6M | -2.9% | +0.1% | -3.0% | -3.3% |
| YTD | -14.8% | +8.2% | -23.0% | -23.3% |
| 1Y | -9.7% | +10.1% | -19.8% | -20.7% |
| All | -6.7% | +23.8% | -30.5% | -35.3% |
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