+23.6%
VRT vs GAP
-12.4%
+36.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.6% |
| 7D | +10.5% | -1.9% | +12.4% | +10.5% |
| 30D | -9.3% | -7.1% | -2.3% | -9.0% |
| 3M | -29.6% | +4.1% | -33.7% | -29.2% |
| 6M | -45.4% | +1.9% | -47.3% | -45.1% |
| YTD | +24.8% | -15.2% | +40.0% | +28.6% |
| 1Y | +23.6% | -10.6% | +34.2% | +26.1% |
| All | +23.6% | -12.4% | +36.0% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling