+119.0%
GAP vs VIG
+623.5%
-504.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -4.5% | -0.4% | -4.0% | -3.9% |
| 30D | +9.0% | -1.0% | +10.0% | +10.6% |
| 3M | +5.0% | +2.8% | +2.2% | +1.2% |
| 6M | -17.8% | +8.2% | -26.0% | -26.1% |
| YTD | -10.4% | +11.0% | -21.4% | -22.1% |
| 1Y | -3.4% | +16.1% | -19.5% | -20.7% |
| 3Y | +111.5% | +56.2% | +55.3% | +19.3% |
| 5Y | +8.8% | +63.0% | -54.2% | -39.5% |
| 10Y | +32.9% | +241.4% | -208.5% | -67.6% |
| All | +119.0% | +623.5% | -504.5% | -78.9% |
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