+29.6%
GAP vs VO
+193.0%
-163.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.7% | -3.3% |
| 7D | -3.2% | -0.6% | -2.6% | -2.3% |
| 30D | -0.7% | -1.9% | +1.2% | +2.2% |
| 3M | -0.5% | +3.3% | -3.7% | -5.4% |
| 6M | -5.0% | +9.7% | -14.7% | -17.9% |
| YTD | -14.7% | +12.6% | -27.3% | -28.9% |
| 1Y | -8.6% | +13.6% | -22.3% | -24.6% |
| 3Y | +108.4% | +56.8% | +51.5% | +7.7% |
| 5Y | +5.8% | +42.3% | -36.5% | -34.4% |
| 10Y | +29.6% | +199.2% | -169.5% | -70.4% |
| All | +29.6% | +193.0% | -163.3% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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