+18.0%
VMC vs GAP
+108.0%
-90.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.7% |
| 7D | -5.3% | -3.2% | -2.1% | -5.0% |
| 30D | -12.3% | -0.7% | -11.6% | -12.3% |
| 3M | -10.3% | -0.5% | -9.8% | -10.4% |
| 6M | -8.6% | -5.0% | -3.6% | -8.6% |
| YTD | -11.9% | -14.7% | +2.8% | -11.0% |
| 1Y | -13.9% | -8.6% | -5.3% | -13.8% |
| All | +18.0% | +108.0% | -90.0% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling