+384.8%
V vs GAP
+28.3%
+356.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.3% |
| 7D | -2.9% | -3.2% | +0.3% | -2.5% |
| 30D | +1.9% | -0.7% | +2.6% | +1.8% |
| 3M | +13.2% | -0.5% | +13.7% | +12.9% |
| 6M | +16.7% | -5.0% | +21.7% | +16.5% |
| YTD | +5.4% | -14.7% | +20.1% | +6.5% |
| 1Y | +7.7% | -8.6% | +16.3% | +7.3% |
| 3Y | +52.0% | +108.4% | -56.4% | +25.3% |
| 5Y | +67.7% | +5.8% | +62.0% | +48.0% |
| 10Y | +384.8% | +29.6% | +355.1% | +245.1% |
| All | +384.8% | +28.3% | +356.5% | +245.1% |
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