+74.0%
VTI vs GAP
+3.0%
+71.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -2.0% | -6.3% | +4.3% | -1.1% |
| 30D | -1.9% | -0.2% | -1.7% | -2.1% |
| 3M | +4.5% | 0.0% | +4.5% | +4.1% |
| 6M | +12.6% | -8.1% | +20.7% | +13.0% |
| YTD | +12.0% | -16.5% | +28.5% | +13.6% |
| 1Y | +17.3% | -10.5% | +27.8% | +17.3% |
| 3Y | +75.3% | +104.0% | -28.6% | +44.9% |
| 5Y | +74.0% | +6.8% | +67.2% | +45.7% |
| All | +74.0% | +3.0% | +71.0% | +45.7% |
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 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