+97.2%
GAP vs VYM
+490.3%
-393.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +9.3% | -1.3% | +10.6% | +11.2% |
| 3M | +6.1% | +4.1% | +2.0% | +0.8% |
| 6M | -2.3% | +9.8% | -12.1% | -13.6% |
| YTD | -10.6% | +15.3% | -25.9% | -25.5% |
| 1Y | -4.4% | +20.0% | -24.4% | -24.1% |
| 3Y | +118.3% | +66.2% | +52.1% | +17.9% |
| 5Y | +12.2% | +77.5% | -65.3% | -41.3% |
| 10Y | +33.7% | +201.7% | -168.0% | -57.5% |
| All | +97.2% | +490.3% | -393.1% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling