+66.7%
VSH vs GAP
+9.4%
+57.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +6.2% | +1.7% | +4.5% | +5.8% |
| 30D | -11.1% | +9.3% | -20.5% | -13.8% |
| 3M | -44.9% | +6.1% | -51.0% | -46.3% |
| 6M | +90.0% | -2.3% | +92.2% | +88.2% |
| YTD | +118.8% | -10.6% | +129.4% | +121.0% |
| 1Y | +109.0% | -4.4% | +113.4% | +106.6% |
| 3Y | +35.6% | +118.3% | -82.7% | +7.4% |
| 5Y | +66.7% | +12.2% | +54.5% | +36.8% |
| All | +66.7% | +9.4% | +57.3% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling