+12.5%
GAP vs VT
+215.5%
-203.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.5% |
| 7D | -3.8% | -2.3% | -1.4% | -0.1% |
| 30D | -9.0% | -5.0% | -4.1% | -1.6% |
| 3M | +5.5% | -4.9% | +10.3% | +13.8% |
| 6M | -11.1% | -1.5% | -9.5% | -9.6% |
| YTD | -13.6% | +8.5% | -22.0% | -24.6% |
| 1Y | -2.9% | +11.4% | -14.2% | -18.6% |
| 3Y | +69.6% | +70.1% | -0.5% | -24.6% |
| 5Y | +5.4% | +53.7% | -48.3% | -43.4% |
| All | +12.5% | +215.5% | -203.0% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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