-99.5%
GTBP vs VT
+149.4%
-249.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.9% | -7.7% |
| 7D | -24.9% | -0.1% | -24.7% | -24.9% |
| 30D | -40.7% | -3.1% | -37.7% | -38.5% |
| 3M | -50.7% | -3.5% | -47.2% | -48.5% |
| 6M | -57.8% | +0.5% | -58.2% | -57.7% |
| YTD | +404.5% | +10.8% | +393.7% | +348.0% |
| 1Y | +501.8% | +11.9% | +489.9% | +432.1% |
| 3Y | -43.8% | +73.0% | -116.8% | -60.8% |
| 5Y | -97.5% | +58.6% | -156.1% | -98.2% |
| All | -99.5% | +149.4% | -249.0% | -99.7% |
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