+175.8%
VSH vs GAP
+27.6%
+148.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +3.1% | -6.3% | +9.4% | +4.9% |
| 30D | -5.7% | -0.2% | -5.5% | -6.3% |
| 3M | -42.5% | 0.0% | -42.5% | -43.3% |
| 6M | +82.7% | -8.1% | +90.8% | +83.7% |
| YTD | +118.2% | -16.5% | +134.7% | +124.4% |
| 1Y | +109.7% | -10.5% | +120.1% | +110.5% |
| 3Y | +35.3% | +104.0% | -68.7% | +1.7% |
| 5Y | +65.6% | +6.8% | +58.8% | +39.5% |
| All | +175.8% | +27.6% | +148.2% | +90.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling