-49.4%
VG vs GAP
-6.9%
-42.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -7.7% | -0.1% | -7.6% | -7.8% |
| 30D | -8.8% | -5.4% | -3.4% | -8.4% |
| 3M | -15.6% | +2.9% | -18.5% | -16.3% |
| 6M | +5.2% | -4.4% | +9.6% | +5.3% |
| YTD | +76.9% | -11.6% | +88.5% | +77.2% |
| 1Y | +42.5% | -6.0% | +48.5% | +39.7% |
| All | -49.4% | -6.9% | -42.5% | -52.1% |
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