+172.5%
VEA vs GAP
+119.4%
+53.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.9% | +1.7% | +0.1% | +1.5% |
| 30D | +0.8% | +9.3% | -8.6% | -1.3% |
| 3M | +5.7% | +6.1% | -0.4% | +3.9% |
| 6M | +13.3% | -2.3% | +15.6% | +12.5% |
| YTD | +18.4% | -10.6% | +29.0% | +19.0% |
| 1Y | +27.0% | -4.4% | +31.4% | +25.4% |
| 3Y | +79.3% | +118.3% | -39.0% | +38.0% |
| 5Y | +62.1% | +12.2% | +49.9% | +35.9% |
| 10Y | +160.3% | +33.7% | +126.5% | +71.7% |
| All | +172.5% | +119.4% | +53.1% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling