+52.7%
VMC vs GAP
+11.7%
+41.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -0.5% | +1.7% | -2.3% | -0.8% |
| 30D | -9.1% | +9.3% | -18.4% | -10.5% |
| 3M | -4.1% | +6.1% | -10.2% | -5.2% |
| 6M | -5.5% | -2.3% | -3.2% | -5.9% |
| YTD | -8.9% | -10.6% | +1.7% | -8.3% |
| 1Y | -12.9% | -4.4% | -8.5% | -13.5% |
| 3Y | +22.1% | +118.3% | -96.2% | -0.1% |
| All | +52.7% | +11.7% | +41.0% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling