+112.0%
VSH vs GAP
+1.5%
+110.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +4.1% | -4.5% | +8.5% | +5.1% |
| 30D | -4.2% | +9.0% | -13.2% | -6.7% |
| 3M | -50.0% | +5.0% | -55.0% | -50.7% |
| 6M | +80.2% | -17.8% | +98.0% | +91.2% |
| YTD | +121.1% | -10.4% | +131.5% | +124.6% |
| 1Y | +112.0% | -3.4% | +115.4% | +95.4% |
| All | +112.0% | +1.5% | +110.5% | +95.4% |
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 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