+61.8%
VNQ vs GAP
+31.2%
+30.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | +0.3% |
| 7D | -1.3% | -4.1% | +2.8% | -0.6% |
| 30D | -2.6% | +6.2% | -8.8% | -3.7% |
| 3M | -2.0% | -0.7% | -1.3% | -2.3% |
| 6M | +4.3% | -7.1% | +11.4% | +4.6% |
| YTD | +9.2% | -14.1% | +23.3% | +10.4% |
| 1Y | +5.6% | -8.5% | +14.1% | +5.2% |
| 3Y | +30.8% | +115.4% | -84.5% | +6.1% |
| 5Y | +8.0% | +9.8% | -1.9% | -6.1% |
| All | +61.8% | +31.2% | +30.6% | +11.0% |
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