Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
HDV iShares Core High Dividend ETF | Large Cap Value Equities, Dividend | 20% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 30% |
VNQ Vanguard Real Estate ETF | REIT | 25% |
VYMI Vanguard International High Dividend Yield ETF | Dividend, Foreign Large Cap Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GPT5, 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 Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
As of Apr 4, 2026, the GPT5 returned 8.31% Year-To-Date and 9.56% of annualized return in the last 10 years.
| 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 GPT5 | 0.37% | -1.39% | 8.31% | 9.89% | 26.42% | 13.19% | 8.82% | 9.56% |
| Portfolio components: | ||||||||
VNQ Vanguard Real Estate ETF | 1.36% | -3.58% | 3.06% | 0.66% | 11.42% | 7.33% | 3.14% | 4.85% |
VYMI Vanguard International High Dividend Yield ETF | -0.11% | 0.36% | 6.26% | 13.18% | 44.65% | 20.17% | 12.59% | 10.36% |
HDV iShares Core High Dividend ETF | 0.01% | -1.24% | 10.87% | 11.32% | 24.33% | 13.03% | 10.90% | 9.37% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -1.41% | 12.35% | 13.59% | 25.56% | 11.70% | 8.35% | 12.30% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 3, 2016, GPT5's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GPT5 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.44% | 6.08% | -4.31% | 0.24% | 8.31% | ||||||||
| 2025 | 2.26% | 3.52% | -0.10% | -3.24% | 2.05% | 1.83% | 0.17% | 4.62% | 0.02% | -1.58% | 3.08% | 0.33% | 13.45% |
| 2024 | -1.20% | 1.92% | 3.87% | -4.15% | 3.34% | -0.14% | 5.75% | 3.30% | 1.73% | -1.69% | 3.02% | -6.04% | 9.42% |
| 2023 | 5.41% | -4.23% | -0.37% | 0.92% | -4.36% | 5.11% | 3.56% | -2.55% | -3.93% | -3.49% | 7.53% | 6.24% | 9.06% |
| 2022 | -1.90% | -1.95% | 3.50% | -4.26% | 1.77% | -7.92% | 4.42% | -3.82% | -9.25% | 8.12% | 7.41% | -3.13% | -8.42% |
| 2021 | -0.37% | 4.26% | 6.35% | 3.34% | 2.76% | -0.14% | 1.28% | 1.48% | -3.60% | 4.71% | -3.12% | 7.56% | 26.67% |
Benchmark Metrics
GPT5 has an annualized alpha of 0.22%, beta of 0.78, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.
- This portfolio participated in 86.97% of S&P 500 Index downside but only 79.18% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.22%
- Beta
- 0.78
- R²
- 0.78
- Upside Capture
- 79.18%
- Downside Capture
- 86.97%
Expense Ratio
GPT5 has an expense ratio of 0.08%, 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.
Return for Risk
Risk / Return Rank
GPT5 ranks 37 for risk / return — below 37% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.88 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.37 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.39 | +0.01 |
Martin ratioReturn relative to average drawdown | 6.62 | 6.43 | +0.18 |
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 | |
|---|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 15 | 0.18 | 0.36 | 1.05 | 0.29 | 1.11 |
VYMI Vanguard International High Dividend Yield ETF | 89 | 2.11 | 2.79 | 1.44 | 3.04 | 12.35 |
HDV iShares Core High Dividend ETF | 55 | 1.19 | 1.63 | 1.24 | 1.51 | 5.70 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
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Dividends
Dividend yield
GPT5 provided a 3.49% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.49% | 3.69% | 4.00% | 3.94% | 3.88% | 3.24% | 3.55% | 3.45% | 3.91% | 3.30% | 3.33% | 2.66% |
| Portfolio components: | ||||||||||||
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% |
VYMI Vanguard International High Dividend Yield ETF | 3.61% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
HDV iShares Core High Dividend ETF | 2.95% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
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% |
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 GPT5. 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 GPT5 was 36.73%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current GPT5 drawdown is 4.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.73% | Feb 13, 2020 | 27 | Mar 23, 2020 | 179 | Dec 4, 2020 | 206 |
| -20.03% | Apr 21, 2022 | 121 | Oct 12, 2022 | 348 | Mar 4, 2024 | 469 |
| -14.25% | Jan 29, 2018 | 229 | Dec 24, 2018 | 53 | Mar 13, 2019 | 282 |
| -12.21% | Dec 2, 2024 | 87 | Apr 8, 2025 | 45 | Jun 12, 2025 | 132 |
| -6.54% | Sep 8, 2016 | 42 | Nov 4, 2016 | 26 | Dec 13, 2016 | 68 |
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 4 assets, with an effective number of assets of 3.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VNQ | VYMI | HDV | SCHD | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.58 | 0.73 | 0.67 | 0.78 | 0.79 |
| VNQ | 0.58 | 1.00 | 0.51 | 0.59 | 0.62 | 0.80 |
| VYMI | 0.73 | 0.51 | 1.00 | 0.65 | 0.70 | 0.82 |
| HDV | 0.67 | 0.59 | 0.65 | 1.00 | 0.89 | 0.88 |
| SCHD | 0.78 | 0.62 | 0.70 | 0.89 | 1.00 | 0.92 |
| Portfolio | 0.79 | 0.80 | 0.82 | 0.88 | 0.92 | 1.00 |