+24.3%
GAP vs VIG
+247.5%
-223.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.3% |
| 7D | -6.3% | -2.2% | -4.1% | -2.8% |
| 30D | -0.2% | -3.2% | +3.0% | +5.3% |
| 3M | 0.0% | +3.0% | -3.0% | -4.7% |
| 6M | -8.1% | +8.1% | -16.2% | -19.2% |
| YTD | -16.5% | +9.1% | -25.5% | -27.3% |
| 1Y | -10.5% | +12.6% | -23.0% | -25.6% |
| 3Y | +104.0% | +55.4% | +48.6% | +2.8% |
| 5Y | +6.8% | +62.8% | -56.0% | -47.9% |
| All | +24.3% | +247.5% | -223.2% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling