+116.6%
GAP vs VO
+827.2%
-710.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | -4.5% | -0.3% | -4.2% | -4.2% |
| 30D | +9.0% | -0.3% | +9.4% | +9.4% |
| 3M | +5.0% | +2.9% | +2.1% | +1.5% |
| 6M | -17.8% | +9.3% | -27.2% | -25.7% |
| YTD | -10.4% | +14.2% | -24.6% | -22.7% |
| 1Y | -3.4% | +15.3% | -18.6% | -17.2% |
| 3Y | +111.5% | +56.2% | +55.2% | +32.7% |
| 5Y | +8.8% | +42.4% | -33.6% | -21.3% |
| 10Y | +32.9% | +194.7% | -161.8% | -48.8% |
| All | +116.6% | +827.2% | -710.7% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling