+27.9%
GAP vs VYM
+209.2%
-181.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +1.7% |
| 7D | -4.1% | -0.8% | -3.3% | -2.7% |
| 30D | +6.2% | -2.2% | +8.5% | +10.5% |
| 3M | -0.7% | +3.1% | -3.8% | -5.6% |
| 6M | -7.1% | +9.7% | -16.8% | -20.8% |
| YTD | -14.1% | +14.9% | -29.0% | -32.0% |
| 1Y | -8.5% | +17.6% | -26.1% | -30.1% |
| 3Y | +115.4% | +65.3% | +50.1% | -4.7% |
| 5Y | +9.8% | +78.7% | -68.9% | -55.0% |
| All | +27.9% | +209.2% | -181.3% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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