+12.8%
VG vs GAP
+1.5%
+11.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +1.7% | -4.5% | +6.2% | +1.6% |
| 30D | +16.0% | +9.0% | +7.0% | +16.1% |
| 3M | +9.7% | +5.0% | +4.7% | +10.4% |
| 6M | +29.6% | -17.8% | +47.4% | +35.1% |
| YTD | +112.0% | -10.4% | +122.4% | +112.1% |
| 1Y | +12.8% | -3.4% | +16.2% | +5.4% |
| All | +12.8% | +1.5% | +11.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling