+4.1%
VUG vs GAP
-8.6%
+12.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.9% |
| 7D | -1.1% | -9.3% | +8.3% | -0.1% |
| 30D | -7.0% | -5.5% | -1.5% | -6.5% |
| 3M | -3.7% | +3.5% | -7.2% | -4.0% |
| 6M | -1.6% | +0.7% | -2.3% | -2.3% |
| YTD | +5.1% | -13.4% | +18.5% | +5.6% |
| All | +4.1% | -8.6% | +12.7% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling