+950.8%
VTI vs GAP
+28.6%
+922.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.2% |
| 7D | -0.9% | -4.1% | +3.2% | -0.1% |
| 30D | -1.4% | +6.2% | -7.7% | -3.0% |
| 3M | +3.6% | -0.7% | +4.3% | +3.1% |
| 6M | +13.6% | -7.1% | +20.7% | +13.9% |
| YTD | +12.9% | -14.1% | +27.0% | +14.4% |
| 1Y | +17.2% | -8.5% | +25.7% | +16.6% |
| 3Y | +75.7% | +115.4% | -39.7% | +34.1% |
| 5Y | +75.4% | +9.8% | +65.6% | +46.9% |
| 10Y | +303.3% | +30.6% | +272.8% | +171.6% |
| All | +950.8% | +28.6% | +922.2% | +432.6% |
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