+109.4%
GAP vs VYM
+64.0%
+45.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.2% |
| 7D | -6.3% | -1.9% | -4.5% | -3.1% |
| 30D | -0.2% | -2.6% | +2.4% | +4.7% |
| 3M | 0.0% | +3.6% | -3.6% | -6.1% |
| 6M | -8.1% | +8.7% | -16.8% | -21.4% |
| YTD | -16.5% | +14.1% | -30.6% | -34.4% |
| 1Y | -10.5% | +17.8% | -28.3% | -33.5% |
| All | +109.4% | +64.0% | +45.4% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling