GPT v2

Asset Allocation

Position	Category/Sector	Target Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	5%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	Robotics, Technology Equities	5%
DTCR Global X Data Center & Digital Infrastructure ETF	REIT	3%
IBB iShares Nasdaq Biotechnology ETF	Health & Biotech Equities	5%
ICLN iShares Global Clean Energy ETF	Alternative Energy Equities	7%
IEF iShares 7-10 Year Treasury Bond ETF	Government Bonds	5%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	Robotics, Technology Equities	8%
IXUS iShares Core MSCI Total International Stock ETF	Foreign Large Cap Equities	6%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	8%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	5%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	8%
VGK Vanguard FTSE Europe ETF	Europe Equities	4%
VNQ Vanguard Real Estate ETF	REIT	4%
VOO Vanguard S&P 500 ETF	S&P 500	22%
ZAP Global X U.S. Electrification ETF	Utilities Equities	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GPT v2, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Dec 18, 2024, corresponding to the inception date of ZAP

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio GPT v2	-0.00%	-1.75%	2.71%	5.17%	39.31%	—	—	—
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.50%	-3.55%	-1.41%	31.08%	18.47%	11.96%	14.19%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	0.29%	-2.15%	-0.93%	1.88%	71.32%	15.67%	2.55%	—
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	-1.47%	-8.69%	-7.81%	-8.72%	32.49%	9.84%	-0.10%	—
SMH VanEck Semiconductor ETF	0.09%	-0.77%	8.94%	16.89%	117.67%	44.85%	26.17%	31.69%
ICLN iShares Global Clean Energy ETF	-1.10%	1.46%	9.86%	13.83%	65.77%	-1.03%	-4.37%	8.99%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-1.41%	12.35%	13.59%	25.56%	11.70%	8.35%	12.30%
IBB iShares Nasdaq Biotechnology ETF	-0.41%	0.52%	0.46%	12.41%	44.96%	9.60%	2.53%	6.78%
VNQ Vanguard Real Estate ETF	1.36%	-3.58%	3.06%	0.66%	11.42%	7.33%	3.14%	4.85%
IXUS iShares Core MSCI Total International Stock ETF	-0.59%	-1.36%	2.89%	5.69%	39.56%	15.46%	7.33%	9.00%
VGK Vanguard FTSE Europe ETF	-0.48%	-1.46%	-0.00%	3.75%	32.06%	14.38%	8.89%	9.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 19, 2024, GPT v2's average daily return is +0.08%, while the average monthly return is +1.44%. At this rate, your investment would double in approximately 4.0 years.

Historically, 76% of months were positive and 24% were negative. The best month was Jun 2025 with a return of +5.5%, while the worst month was Mar 2026 at -5.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, GPT v2 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -5.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.95%	2.16%	-5.01%	0.85%									2.71%
2025	2.38%	-0.41%	-4.03%	0.06%	5.24%	5.52%	2.00%	2.11%	4.25%	4.48%	-0.53%	0.11%	22.81%
2024												0.30%	0.30%

Benchmark Metrics

GPT v2 has an annualized alpha of 11.44%, beta of 0.84, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since December 19, 2024.

This portfolio captured 123.80% of S&P 500 Index gains but only 55.12% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 11.44% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 11.44%

Beta: 0.84

R²: 0.90

Upside Capture: 123.80%

Downside Capture: 55.12%

Expense Ratio

GPT v2 has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

BOTZ

Global X Robotics & Artificial Intelligence Thematic ETF

DTCR

Global X Data Center & Digital Infrastructure ETF

ZAP

Global X U.S. Electrification ETF

IRBO

iShares Robotics and Artificial Intelligence Multisector ETF

IBB

iShares Nasdaq Biotechnology ETF

ICLN

iShares Global Clean Energy ETF

SMH

VanEck Semiconductor ETF

IEF

iShares 7-10 Year Treasury Bond ETF

VNQ

Vanguard Real Estate ETF

IXUS

iShares Core MSCI Total International Stock ETF

Return for Risk

Risk / Return Rank

GPT v2 ranks 78 for risk / return — better than 78% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.71	0.88	+0.82
Sortino ratio Return per unit of downside risk	2.40	1.37	+1.03
Omega ratio Gain probability vs. loss probability	1.35	1.21	+0.14
Calmar ratio Return relative to maximum drawdown	2.71	1.39	+1.32
Martin ratio Return relative to average drawdown	11.96	6.43	+5.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	53	0.98	1.49	1.23	1.53	7.13
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	74	1.48	2.06	1.28	2.66	8.99
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	29	0.59	1.05	1.13	0.90	3.20
SMH VanEck Semiconductor ETF	94	2.28	2.89	1.41	5.34	18.94
ICLN iShares Global Clean Energy ETF	92	2.27	2.91	1.37	5.35	14.89
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
IBB iShares Nasdaq Biotechnology ETF	77	1.43	2.01	1.26	3.13	11.12
VNQ Vanguard Real Estate ETF	15	0.18	0.36	1.05	0.29	1.11
IXUS iShares Core MSCI Total International Stock ETF	78	1.63	2.26	1.34	2.52	9.49
VGK Vanguard FTSE Europe ETF	62	1.23	1.76	1.25	1.82	6.86

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

GPT v2 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.71
All Time: 1.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of GPT v2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

GPT v2 provided a 1.83% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.83%	1.91%	1.86%	1.81%	1.98%	1.63%	1.31%	1.77%	2.04%	1.63%	1.79%	1.73%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	0.00%	0.00%	0.50%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%	0.00%	0.00%	0.00%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	0.71%	0.66%	0.13%	0.20%	0.23%	0.16%	0.19%	0.83%	1.44%	0.01%	0.06%	0.00%
SMH VanEck Semiconductor ETF	0.28%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
ICLN iShares Global Clean Energy ETF	1.48%	1.63%	1.85%	1.59%	0.89%	1.18%	0.34%	1.36%	2.77%	2.49%	3.88%	2.36%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
IBB iShares Nasdaq Biotechnology ETF	0.23%	0.23%	0.29%	0.26%	0.31%	0.21%	0.21%	0.33%	0.20%	0.30%	0.19%	0.03%
VNQ Vanguard Real Estate ETF	3.86%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
IXUS iShares Core MSCI Total International Stock ETF	3.15%	3.24%	3.33%	3.13%	2.48%	3.12%	1.85%	3.09%	3.00%	2.41%	2.58%	2.81%
VGK Vanguard FTSE Europe ETF	2.97%	2.86%	3.61%	3.15%	3.25%	3.05%	2.11%	3.27%	3.95%	2.70%	3.52%	3.25%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the GPT v2. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GPT v2 was 16.03%, occurring on Apr 8, 2025. Recovery took 42 trading sessions.

The current GPT v2 drawdown is 5.31%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-16.03%	Feb 21, 2025	33	Apr 8, 2025	42	Jun 9, 2025	75
-8.74%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-5.35%	Oct 30, 2025	16	Nov 20, 2025	14	Dec 11, 2025	30
-3.14%	Dec 12, 2025	4	Dec 17, 2025	10	Jan 2, 2026	14
-3%	Jan 29, 2026	6	Feb 5, 2026	2	Feb 9, 2026	8

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 10.50, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	IEF	SCHP	AGG	SCHD	VNQ	ICLN	IBB	ZAP	DTCR	SMH	IRBO	BOTZ	VGK	IXUS	VOO	Portfolio
Benchmark	1.00	0.06	0.10	0.17	0.49	0.45	0.51	0.58	0.57	0.64	0.80	0.82	0.79	0.67	0.75	1.00	0.92
IEF	0.06	1.00	0.86	0.97	0.14	0.30	0.03	0.12	0.16	-0.00	-0.06	-0.06	0.03	0.21	0.16	0.06	0.10
SCHP	0.10	0.86	1.00	0.86	0.20	0.33	0.04	0.14	0.15	0.02	-0.05	-0.04	0.05	0.23	0.18	0.11	0.13
AGG	0.17	0.97	0.86	1.00	0.20	0.36	0.12	0.19	0.24	0.11	0.04	0.05	0.12	0.30	0.26	0.17	0.22
SCHD	0.49	0.14	0.20	0.20	1.00	0.70	0.29	0.57	0.42	0.34	0.26	0.23	0.32	0.49	0.47	0.50	0.52
VNQ	0.45	0.30	0.33	0.36	0.70	1.00	0.24	0.48	0.49	0.42	0.21	0.20	0.35	0.55	0.51	0.45	0.50
ICLN	0.51	0.03	0.04	0.12	0.29	0.24	1.00	0.38	0.48	0.54	0.53	0.56	0.54	0.50	0.60	0.51	0.68
IBB	0.58	0.12	0.14	0.19	0.57	0.48	0.38	1.00	0.38	0.45	0.45	0.43	0.52	0.56	0.58	0.58	0.65
ZAP	0.57	0.16	0.15	0.24	0.42	0.49	0.48	0.38	1.00	0.58	0.48	0.51	0.51	0.46	0.53	0.57	0.67
DTCR	0.64	-0.00	0.02	0.11	0.34	0.42	0.54	0.45	0.58	1.00	0.69	0.71	0.70	0.57	0.69	0.64	0.78
SMH	0.80	-0.06	-0.05	0.04	0.26	0.21	0.53	0.45	0.48	0.69	1.00	0.88	0.75	0.54	0.66	0.79	0.86
IRBO	0.82	-0.06	-0.04	0.05	0.23	0.20	0.56	0.43	0.51	0.71	0.88	1.00	0.82	0.53	0.67	0.82	0.87
BOTZ	0.79	0.03	0.05	0.12	0.32	0.35	0.54	0.52	0.51	0.70	0.75	0.82	1.00	0.64	0.76	0.79	0.87
VGK	0.67	0.21	0.23	0.30	0.49	0.55	0.50	0.56	0.46	0.57	0.54	0.53	0.64	1.00	0.92	0.67	0.75
IXUS	0.75	0.16	0.18	0.26	0.47	0.51	0.60	0.58	0.53	0.69	0.66	0.67	0.76	0.92	1.00	0.76	0.85
VOO	1.00	0.06	0.11	0.17	0.50	0.45	0.51	0.58	0.57	0.64	0.79	0.82	0.79	0.67	0.76	1.00	0.92
Portfolio	0.92	0.10	0.13	0.22	0.52	0.50	0.68	0.65	0.67	0.78	0.86	0.87	0.87	0.75	0.85	0.92	1.00

The correlation results are calculated based on daily price changes starting from Dec 19, 2024

GPT v2

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table