+4.7%
GAP vs VT
+224.4%
-219.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -3.8% |
| 7D | -9.3% | -0.7% | -8.7% | -8.4% |
| 30D | -5.5% | -1.7% | -3.7% | -2.9% |
| 3M | +3.5% | -2.3% | +5.8% | +7.2% |
| 6M | +0.7% | +1.5% | -0.8% | -2.3% |
| YTD | -13.4% | +12.0% | -25.4% | -28.1% |
| 1Y | -7.7% | +12.9% | -20.5% | -24.2% |
| 3Y | +74.4% | +74.9% | -0.5% | -25.8% |
| 5Y | +5.3% | +59.9% | -54.6% | -46.8% |
| 10Y | +4.7% | +224.6% | -220.0% | -81.6% |
| All | +4.7% | +224.4% | -219.7% | -81.6% |
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