+1,421.9%
VSH vs GAP
+2,150.7%
-728.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.1% |
| 6M | -17.0% | +0.9% | -17.9% | -18.9% |
| YTD | +93.8% | -14.5% | +108.3% | +97.2% |
| 1Y | +99.3% | -12.1% | +111.4% | +101.0% |
| 3Y | +35.0% | +72.2% | -37.2% | +5.5% |
| 5Y | +45.8% | +4.5% | +41.3% | +21.9% |
| 10Y | +127.1% | +3.3% | +123.9% | +63.1% |
| All | +1,421.9% | +2,150.7% | -728.9% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling