+125.7%
VMC vs GAP
+1.5%
+124.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | +15.5% | -7.1% | +22.5% | +17.1% |
| 3M | +0.6% | +4.1% | -3.5% | -0.5% |
| 6M | +2.1% | +1.9% | +0.2% | +0.8% |
| YTD | -1.6% | -15.2% | +13.6% | +0.2% |
| 1Y | -1.2% | -10.6% | +9.5% | -0.6% |
| 3Y | +35.3% | +74.6% | -39.3% | +10.2% |
| 5Y | +43.6% | +3.7% | +39.9% | +24.0% |
| All | +125.7% | +1.5% | +124.2% | +62.2% |
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