+484.0%
V vs GAP
+1.5%
+482.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.9% | -1.9% | +2.8% | +1.2% |
| 30D | +9.0% | -7.1% | +16.0% | +10.1% |
| 3M | +16.7% | +4.1% | +12.6% | +15.7% |
| 6M | +33.4% | +1.9% | +31.5% | +32.0% |
| YTD | +22.4% | -15.2% | +37.6% | +23.6% |
| 1Y | +27.7% | -10.6% | +38.3% | +27.8% |
| 3Y | +78.0% | +74.6% | +3.4% | +51.2% |
| 5Y | +108.5% | +3.7% | +104.9% | +84.6% |
| All | +484.0% | +1.5% | +482.5% | +319.8% |
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