+348.0%
VT vs GAP
+128.2%
+219.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.6% | -2.9% |
| 7D | -4.2% | -2.1% | -2.1% | -3.8% |
| 30D | -5.8% | -5.1% | -0.7% | -4.9% |
| 3M | -5.2% | +9.8% | -15.0% | -7.6% |
| 6M | +0.1% | -3.6% | +3.7% | -0.4% |
| YTD | +8.2% | -9.8% | +18.0% | +8.4% |
| 1Y | +10.1% | -1.5% | +11.6% | +8.0% |
| 3Y | +69.7% | +74.3% | -4.6% | +36.4% |
| 5Y | +53.4% | +9.9% | +43.4% | +28.7% |
| 10Y | +219.2% | +22.9% | +196.3% | +115.4% |
| All | +348.0% | +128.2% | +219.9% | +92.3% |
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 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