-88.2%
GPMT price history and return analytics
+184.0%
-272.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -5.5% |
| 7D | -9.5% | -1.1% | -8.4% | -8.0% |
| 30D | -22.9% | -1.0% | -21.9% | -21.6% |
| 3M | -32.9% | +3.2% | -36.0% | -36.2% |
| 6M | -38.5% | +12.5% | -51.0% | -49.7% |
| YTD | -58.0% | +14.1% | -72.1% | -66.3% |
| 1Y | -65.2% | +18.9% | -84.1% | -74.0% |
| 3Y | -76.4% | +74.1% | -150.5% | -90.4% |
| 5Y | -87.7% | +66.9% | -154.6% | -94.7% |
| All | -88.2% | +184.0% | -272.3% | -97.7% |
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