+87.9%
VUG vs GAP
+113.8%
-25.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.9% | +1.7% | -0.9% | +0.7% |
| 30D | -1.4% | +9.3% | -10.8% | -2.6% |
| 3M | +2.3% | +6.1% | -3.8% | +1.4% |
| 6M | +15.7% | -2.3% | +18.0% | +15.2% |
| YTD | +8.6% | -10.6% | +19.2% | +9.0% |
| 1Y | +14.1% | -4.4% | +18.5% | +13.2% |
| 3Y | +87.9% | +118.3% | -30.4% | +75.1% |
| All | +87.9% | +113.8% | -25.9% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling