+50.0%
VG vs GAP
-5.7%
+55.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | -0.4% |
| 7D | -22.0% | -3.8% | -18.3% | -22.2% |
| 30D | -11.6% | -9.0% | -2.6% | -12.3% |
| 3M | -14.9% | +5.5% | -20.3% | -14.2% |
| 6M | -3.5% | -11.1% | +7.5% | -1.1% |
| YTD | +70.0% | -13.6% | +83.5% | +70.4% |
| 1Y | +50.0% | -2.9% | +52.8% | +39.8% |
| All | +50.0% | -5.7% | +55.7% | +39.8% |
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 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