+2,545.5%
VRT vs GAP
-3.0%
+2,548.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.6% | -5.0% | -8.4% |
| 7D | +2.4% | -3.2% | +5.6% | +3.4% |
| 30D | -2.7% | -0.7% | -2.0% | -3.0% |
| 3M | -9.2% | -0.5% | -8.7% | -10.0% |
| 6M | -0.5% | -5.0% | +4.5% | -1.1% |
| YTD | +62.3% | -14.7% | +77.0% | +64.7% |
| 1Y | +109.6% | -8.6% | +118.2% | +107.5% |
| 3Y | +573.1% | +108.4% | +464.7% | +395.2% |
| 5Y | +953.6% | +5.8% | +947.9% | +757.0% |
| All | +2,545.5% | -3.0% | +2,548.6% | +1,481.1% |
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