+53.4%
VT vs GAP
+8.2%
+45.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.6% | -3.3% |
| 7D | -4.2% | -2.1% | -2.1% | -3.9% |
| 30D | -5.8% | -5.1% | -0.7% | -5.2% |
| 3M | -5.2% | +9.8% | -15.0% | -6.7% |
| 6M | +0.1% | -3.6% | +3.7% | -0.2% |
| YTD | +8.2% | -9.8% | +18.0% | +8.4% |
| 1Y | +10.1% | -1.5% | +11.6% | +8.8% |
| 3Y | +69.7% | +74.3% | -4.6% | +47.5% |
| 5Y | +53.4% | +9.9% | +43.4% | +29.1% |
| All | +53.4% | +8.2% | +45.2% | +29.1% |
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