+143.6%
VMC vs GAP
+27.6%
+116.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -3.7% | -6.3% | +2.6% | -2.5% |
| 30D | -12.8% | -0.2% | -12.5% | -12.9% |
| 3M | -7.9% | 0.0% | -7.9% | -8.2% |
| 6M | -7.5% | -8.1% | +0.6% | -6.9% |
| YTD | -11.6% | -16.5% | +4.8% | -9.7% |
| 1Y | -14.3% | -10.5% | -3.8% | -14.0% |
| 3Y | +18.5% | +104.0% | -85.5% | -6.7% |
| 5Y | +46.8% | +6.8% | +40.0% | +25.9% |
| All | +143.6% | +27.6% | +116.1% | +83.4% |
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 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