+178.5%
VSH vs GAP
+30.3%
+148.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +2.0% |
| 7D | +3.5% | -3.2% | +6.7% | +4.4% |
| 30D | -4.4% | -0.7% | -3.7% | -4.9% |
| 3M | -45.8% | -0.5% | -45.3% | -46.4% |
| 6M | +90.1% | -5.0% | +95.1% | +89.4% |
| YTD | +120.3% | -14.7% | +135.0% | +125.2% |
| 1Y | +112.2% | -8.6% | +120.9% | +111.9% |
| 3Y | +36.6% | +108.4% | -71.8% | +2.1% |
| 5Y | +67.0% | +5.8% | +61.2% | +41.2% |
| All | +178.5% | +30.3% | +148.1% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling