+3,510.0%
VMC vs GAP
+2,180.4%
+1,329.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -4.3% | -9.3% | +5.0% | -2.5% |
| 30D | +16.2% | -5.5% | +21.7% | +17.5% |
| 3M | -0.8% | +3.5% | -4.3% | -1.8% |
| 6M | +1.2% | +0.7% | +0.5% | +0.2% |
| YTD | +0.5% | -13.4% | +13.8% | +1.9% |
| 1Y | -2.9% | -7.7% | +4.7% | -2.9% |
| 3Y | +37.3% | +74.4% | -37.1% | +13.5% |
| 5Y | +48.8% | +5.3% | +43.4% | +28.9% |
| 10Y | +131.4% | +4.7% | +126.8% | +78.4% |
| All | +3,510.0% | +2,180.4% | +1,329.7% | +1,679.7% |
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