+120.4%
VSH vs GAP
+2.4%
+118.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.3% |
| 7D | +26.2% | -5.2% | +31.4% | +28.1% |
| 30D | -12.5% | -6.9% | -5.6% | -10.9% |
| 3M | -16.9% | +5.7% | -22.6% | -19.0% |
| 6M | -17.0% | +0.9% | -17.9% | -18.9% |
| YTD | +93.8% | -14.5% | +108.3% | +97.4% |
| 1Y | +99.3% | -12.1% | +111.4% | +101.1% |
| 3Y | +35.0% | +72.2% | -37.2% | +6.3% |
| 5Y | +45.8% | +4.5% | +41.3% | +23.6% |
| All | +120.4% | +2.4% | +118.0% | +51.5% |
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