-8.5%
GAP vs VYM
+18.4%
-26.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.6% |
| 3M | -0.7% | +3.1% | -3.8% | -5.9% |
| 6M | -7.1% | +9.7% | -16.8% | -22.4% |
| YTD | -14.1% | +14.9% | -29.0% | -34.8% |
| 1Y | -8.5% | +17.6% | -26.1% | -36.4% |
| All | -8.5% | +18.4% | -26.9% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling