+1,024.4%
VRT vs GAP
+9.4%
+1,015.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +13.6% | +1.7% | +11.9% | +13.1% |
| 30D | +6.8% | +9.3% | -2.6% | +3.2% |
| 3M | -3.2% | +6.1% | -9.3% | -6.2% |
| 6M | +20.3% | -2.3% | +22.6% | +18.3% |
| YTD | +79.6% | -10.6% | +90.2% | +79.7% |
| 1Y | +139.0% | -4.4% | +143.4% | +132.3% |
| 3Y | +644.6% | +118.3% | +526.3% | +380.3% |
| 5Y | +1,024.4% | +12.2% | +1,012.2% | +621.3% |
| All | +1,024.4% | +9.4% | +1,015.0% | +621.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling