+387.0%
VNQ vs GAP
+102.1%
+284.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | +0.1% |
| 7D | -0.9% | -3.2% | +2.3% | -0.1% |
| 30D | -2.2% | -0.7% | -1.5% | -2.5% |
| 3M | -1.9% | -0.5% | -1.5% | -2.5% |
| 6M | +3.2% | -5.0% | +8.2% | +2.9% |
| YTD | +9.4% | -14.7% | +24.1% | +11.3% |
| 1Y | +7.5% | -8.6% | +16.2% | +6.7% |
| 3Y | +31.1% | +108.4% | -77.3% | -6.9% |
| 5Y | +6.6% | +5.8% | +0.8% | -15.0% |
| 10Y | +63.9% | +29.6% | +34.3% | -8.1% |
| All | +387.0% | +102.1% | +284.9% | +57.2% |
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 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