+309.6%
IVV vs GAP
+20.3%
+289.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.8% |
| 7D | +0.1% | 0.0% | 0.0% | 0.0% |
| 30D | -3.3% | -4.3% | +1.0% | -2.8% |
| 3M | -2.4% | +9.4% | -11.8% | -4.1% |
| 6M | +2.6% | -3.3% | +5.9% | +2.2% |
| YTD | +11.3% | -10.5% | +21.8% | +11.6% |
| 1Y | +13.4% | -2.4% | +15.8% | +12.0% |
| 3Y | +80.3% | +80.1% | +0.2% | +53.1% |
| 5Y | +72.7% | +6.5% | +66.3% | +52.4% |
| 10Y | +309.6% | +14.6% | +295.0% | +207.8% |
| All | +309.6% | +20.3% | +289.3% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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