+111.8%
GAP vs VIG
+655.9%
-544.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -3.1% |
| 7D | -9.3% | -0.3% | -9.0% | -8.8% |
| 30D | -5.5% | +4.9% | -10.4% | -11.3% |
| 3M | +3.5% | +2.9% | +0.6% | -0.2% |
| 6M | +0.7% | +11.2% | -10.5% | -12.7% |
| YTD | -13.4% | +16.0% | -29.3% | -28.8% |
| 1Y | -7.7% | +17.0% | -24.6% | -24.9% |
| 3Y | +74.4% | +66.9% | +7.6% | -9.8% |
| 5Y | +5.3% | +65.8% | -60.5% | -42.7% |
| 10Y | +4.7% | +263.6% | -259.0% | -76.4% |
| All | +111.8% | +655.9% | -544.0% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling