+108.9%
GAP vs VO
+797.8%
-688.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -3.8% | -2.6% | -1.2% | -0.7% |
| 30D | -9.0% | -0.9% | -8.1% | -7.9% |
| 3M | +5.5% | -3.0% | +8.5% | +9.4% |
| 6M | -11.1% | +2.2% | -13.3% | -13.1% |
| YTD | -13.6% | +10.6% | -24.1% | -22.5% |
| 1Y | -2.9% | +12.5% | -15.4% | -14.4% |
| 3Y | +69.6% | +61.4% | +8.2% | +3.0% |
| 5Y | +5.4% | +33.4% | -28.0% | -18.1% |
| 10Y | +17.8% | +201.5% | -183.7% | -55.0% |
| All | +108.9% | +797.8% | -688.9% | -72.9% |
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