+129.0%
GAP vs VT
+374.2%
-245.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | +0.4% | -4.9% | -4.9% |
| 30D | +9.0% | +1.0% | +8.1% | +7.8% |
| 3M | +5.0% | +2.4% | +2.6% | +1.9% |
| 6M | -17.8% | +12.0% | -29.8% | -27.8% |
| YTD | -10.4% | +15.3% | -25.7% | -23.8% |
| 1Y | -3.4% | +22.6% | -26.0% | -22.9% |
| 3Y | +111.5% | +74.7% | +36.8% | +17.7% |
| 5Y | +8.8% | +66.1% | -57.3% | -33.8% |
| 10Y | +32.9% | +225.0% | -192.1% | -53.8% |
| All | +129.0% | +374.2% | -245.2% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling