+80.6%
VTV vs GAP
+8.7%
+71.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | +0.4% |
| 7D | -1.1% | -4.1% | +3.0% | -0.6% |
| 30D | -1.0% | +6.2% | -7.2% | -1.8% |
| 3M | +4.6% | -0.7% | +5.3% | +4.4% |
| 6M | +13.5% | -7.1% | +20.6% | +13.7% |
| YTD | +18.5% | -14.1% | +32.6% | +19.5% |
| 1Y | +22.9% | -8.5% | +31.4% | +22.6% |
| 3Y | +67.8% | +115.4% | -47.5% | +44.2% |
| All | +80.6% | +8.7% | +71.9% | +59.1% |
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