+35.6%
VSH vs GAP
+113.8%
-78.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +6.2% | +1.7% | +4.5% | +5.7% |
| 30D | -11.1% | +9.3% | -20.5% | -14.0% |
| 3M | -44.9% | +6.1% | -51.0% | -46.4% |
| 6M | +90.0% | -2.3% | +92.2% | +88.0% |
| YTD | +118.8% | -10.6% | +129.4% | +121.3% |
| 1Y | +109.0% | -4.4% | +113.4% | +106.0% |
| 3Y | +35.6% | +118.3% | -82.7% | +15.2% |
| All | +35.6% | +113.8% | -78.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling