+306.5%
IVV vs GAP
+15.9%
+290.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +1.0% |
| 7D | -2.7% | -3.8% | +1.1% | -2.2% |
| 30D | -5.4% | -9.0% | +3.7% | -4.1% |
| 3M | -4.1% | +5.5% | -9.5% | -5.2% |
| 6M | +0.7% | -11.1% | +11.8% | +1.6% |
| YTD | +8.7% | -13.6% | +22.3% | +9.6% |
| 1Y | +11.0% | -2.9% | +13.8% | +9.6% |
| 3Y | +75.4% | +69.6% | +5.8% | +50.4% |
| 5Y | +68.3% | +5.4% | +63.0% | +48.7% |
| All | +306.5% | +15.9% | +290.6% | +206.9% |
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