-87.4%
GPMT price history and return analytics
+185.8%
-273.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.1% |
| 7D | 0.0% | +1.0% | -1.0% | -1.5% |
| 30D | -20.5% | -0.2% | -20.2% | -20.0% |
| 3M | -29.4% | +4.5% | -33.9% | -34.4% |
| 6M | -37.1% | +14.1% | -51.1% | -49.6% |
| YTD | -54.9% | +14.8% | -69.7% | -64.1% |
| 1Y | -62.3% | +21.2% | -83.5% | -72.7% |
| 3Y | -74.5% | +76.6% | -151.1% | -89.8% |
| 5Y | -87.2% | +66.6% | -153.8% | -94.4% |
| All | -87.4% | +185.8% | -273.2% | -97.6% |
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