+27.0%
GAP vs VIG
+249.2%
-222.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -3.7% |
| 7D | -3.2% | -1.2% | -2.0% | -1.3% |
| 30D | -0.7% | -2.8% | +2.1% | +4.1% |
| 3M | -0.5% | +2.5% | -2.9% | -4.3% |
| 6M | -5.0% | +8.1% | -13.1% | -16.5% |
| YTD | -14.7% | +9.6% | -24.2% | -26.3% |
| 1Y | -8.6% | +14.2% | -22.8% | -25.9% |
| 3Y | +108.4% | +56.1% | +52.3% | +4.2% |
| 5Y | +5.8% | +62.8% | -57.1% | -48.4% |
| All | +27.0% | +249.2% | -222.2% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling