+7.1%
GAP vs VO
+32.6%
-25.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -3.9% |
| 7D | -3.8% | -2.6% | -1.2% | +0.3% |
| 30D | -9.0% | -0.9% | -8.1% | -7.5% |
| 3M | +5.5% | -3.0% | +8.5% | +10.6% |
| 6M | -11.1% | +2.2% | -13.3% | -14.0% |
| YTD | -13.6% | +10.6% | -24.1% | -25.7% |
| 1Y | -2.9% | +12.5% | -15.4% | -18.6% |
| 3Y | +69.6% | +61.4% | +8.2% | -15.2% |
| All | +7.1% | +32.6% | -25.5% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling