+63.4%
VSH vs GAP
+10.4%
+52.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.0% | -13.1% | -6.2% |
| 7D | -13.6% | +8.0% | -21.6% | -14.7% |
| 30D | -30.4% | +2.7% | -33.0% | -30.6% |
| 3M | -33.3% | +16.0% | -49.3% | -35.4% |
| 6M | -15.1% | +2.0% | -17.1% | -15.1% |
| YTD | +80.2% | -4.4% | +84.6% | +80.9% |
| 1Y | +63.4% | +9.2% | +54.2% | +52.3% |
| All | +63.4% | +10.4% | +52.9% | +52.3% |
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 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