+109.7%
VSH vs GAP
-9.4%
+119.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | +3.1% | -6.3% | +9.4% | +4.6% |
| 30D | -5.7% | -0.2% | -5.5% | -6.1% |
| 3M | -42.5% | 0.0% | -42.5% | -42.9% |
| 6M | +82.7% | -8.1% | +90.8% | +84.4% |
| YTD | +118.2% | -16.5% | +134.7% | +125.2% |
| 1Y | +109.7% | -10.5% | +120.1% | +97.5% |
| All | +109.7% | -9.4% | +119.0% | +97.5% |
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 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