+213.7%
VT vs GAP
+15.9%
+197.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +0.8% |
| 7D | -2.3% | -3.8% | +1.4% | -1.8% |
| 30D | -5.0% | -9.0% | +4.1% | -3.7% |
| 3M | -4.9% | +5.5% | -10.3% | -6.0% |
| 6M | -1.5% | -11.1% | +9.5% | -0.7% |
| YTD | +8.5% | -13.6% | +22.0% | +9.3% |
| 1Y | +11.4% | -2.9% | +14.2% | +10.1% |
| 3Y | +70.1% | +69.6% | +0.5% | +46.5% |
| 5Y | +53.7% | +5.4% | +48.3% | +36.3% |
| All | +213.7% | +15.9% | +197.8% | +137.3% |
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