+109.0%
GAP vs VIG
+655.7%
-546.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -5.2% | +3.1% | -8.3% | -9.1% |
| 30D | -6.9% | +5.0% | -12.0% | -12.8% |
| 3M | +5.7% | +2.7% | +3.0% | +2.4% |
| 6M | +0.9% | +11.0% | -10.0% | -12.2% |
| YTD | -14.5% | +16.0% | -30.4% | -29.7% |
| 1Y | -12.1% | +16.3% | -28.4% | -27.9% |
| 3Y | +72.2% | +66.8% | +5.3% | -11.0% |
| 5Y | +4.5% | +64.8% | -60.2% | -42.7% |
| 10Y | +3.3% | +263.6% | -260.3% | -76.7% |
| All | +109.0% | +655.7% | -546.7% | -81.0% |
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