+408.8%
VUG vs GAP
+3.7%
+405.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | -1.1% | -9.3% | +8.3% | +0.4% |
| 30D | -7.0% | -5.5% | -1.5% | -6.3% |
| 3M | -3.7% | +3.5% | -7.2% | -4.6% |
| 6M | -1.6% | +0.7% | -2.3% | -2.6% |
| YTD | +5.1% | -13.4% | +18.5% | +5.9% |
| 1Y | +3.8% | -7.7% | +11.4% | +3.3% |
| 3Y | +79.9% | +74.4% | +5.4% | +54.0% |
| 5Y | +66.4% | +5.3% | +61.1% | +46.5% |
| All | +408.8% | +3.7% | +405.0% | +291.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling