+402.8%
VUG vs GAP
+1.5%
+401.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +2.5% | -1.9% | +4.4% | +2.8% |
| 30D | -6.3% | -7.1% | +0.8% | -5.3% |
| 3M | -6.0% | +4.1% | -10.1% | -7.0% |
| 6M | -3.5% | +1.9% | -5.5% | -4.7% |
| YTD | +3.9% | -15.2% | +19.1% | +5.1% |
| 1Y | +5.1% | -10.6% | +15.7% | +5.2% |
| 3Y | +77.9% | +74.6% | +3.3% | +52.2% |
| 5Y | +62.4% | +3.7% | +58.7% | +43.3% |
| All | +402.8% | +1.5% | +401.3% | +288.6% |
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 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