-99.5%
GTBP vs VT
+150.6%
-250.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -5.5% |
| 7D | -15.8% | +0.4% | -16.2% | -16.4% |
| 30D | -35.3% | -2.6% | -32.7% | -33.4% |
| 3M | -46.0% | -3.2% | -42.8% | -43.9% |
| 6M | -53.9% | +0.9% | -54.9% | -54.1% |
| YTD | +450.3% | +11.3% | +439.0% | +385.6% |
| 1Y | +596.8% | +14.0% | +582.8% | +507.4% |
| 3Y | -41.2% | +75.8% | -117.1% | -59.5% |
| 5Y | -97.3% | +57.8% | -155.2% | -98.1% |
| All | -99.5% | +150.6% | -250.1% | -99.6% |
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