-87.2%
GPMT price history and return analytics
+63.7%
-150.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.8% |
| 7D | -8.3% | -2.0% | -6.3% | -6.0% |
| 30D | -21.5% | -1.4% | -20.1% | -20.0% |
| 3M | -29.5% | +4.7% | -34.3% | -33.5% |
| 6M | -38.2% | +11.4% | -49.5% | -46.3% |
| YTD | -56.2% | +13.1% | -69.3% | -62.6% |
| 1Y | -63.6% | +19.0% | -82.6% | -71.0% |
| 3Y | -75.3% | +73.9% | -149.2% | -87.4% |
| 5Y | -87.2% | +65.4% | -152.6% | -93.4% |
| All | -87.2% | +63.7% | -150.9% | -93.4% |
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