+647.0%
VRT vs GAP
+10.4%
+636.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.5% | +6.1% | +8.6% |
| 7D | -10.6% | 0.0% | -10.6% | -10.8% |
| 30D | -17.4% | -4.3% | -13.1% | -16.6% |
| 3M | -26.4% | +9.4% | -35.8% | -29.2% |
| 6M | -41.0% | -3.3% | -37.7% | -42.0% |
| YTD | +23.8% | -10.5% | +34.4% | +23.4% |
| 1Y | +11.6% | -2.4% | +14.0% | +7.5% |
| 3Y | +403.5% | +80.1% | +323.4% | +251.3% |
| 5Y | +647.0% | +6.5% | +640.6% | +366.4% |
| All | +647.0% | +10.4% | +636.7% | +366.4% |
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