+3,227.9%
VMC vs GAP
+2,258.2%
+969.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -4.3% | -4.5% | +0.1% | -3.5% |
| 30D | -8.2% | +9.0% | -17.3% | -10.0% |
| 3M | -7.0% | +5.0% | -12.0% | -8.2% |
| 6M | -10.8% | -17.8% | +7.1% | -8.3% |
| YTD | -7.4% | -10.4% | +3.0% | -6.6% |
| 1Y | -9.5% | -3.4% | -6.1% | -10.5% |
| 3Y | +20.5% | +111.5% | -91.0% | -4.5% |
| 5Y | +51.6% | +8.8% | +42.7% | +30.3% |
| 10Y | +150.0% | +32.9% | +117.1% | +83.6% |
| All | +3,227.9% | +2,258.2% | +969.7% | +1,531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling