-99.5%
GTBP vs VT
+144.3%
-243.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.9% |
| 7D | -16.9% | -2.3% | -14.6% | -14.6% |
| 30D | -28.7% | -5.0% | -23.8% | -24.1% |
| 3M | -41.3% | -4.9% | -36.4% | -37.5% |
| 6M | -56.1% | -1.5% | -54.6% | -54.9% |
| YTD | +463.1% | +8.5% | +454.6% | +413.8% |
| 1Y | +697.8% | +11.4% | +686.5% | +618.4% |
| 3Y | -47.6% | +70.1% | -117.6% | -62.5% |
| 5Y | -97.9% | +53.7% | -151.6% | -98.4% |
| All | -99.5% | +144.3% | -243.7% | -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 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