+377.4%
VT vs GAP
+126.7%
+250.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.4% | -4.5% | +4.9% | +1.4% |
| 30D | +1.0% | +9.0% | -8.1% | -1.1% |
| 3M | +2.4% | +5.0% | -2.6% | +0.8% |
| 6M | +12.0% | -17.8% | +29.8% | +14.9% |
| YTD | +15.3% | -10.4% | +25.7% | +15.9% |
| 1Y | +22.6% | -3.4% | +26.0% | +20.6% |
| 3Y | +74.7% | +111.5% | -36.8% | +34.0% |
| 5Y | +66.1% | +8.8% | +57.3% | +39.6% |
| 10Y | +225.0% | +32.9% | +192.1% | +112.1% |
| All | +377.4% | +126.7% | +250.8% | +105.7% |
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