+1,199.2%
VUG vs GAP
+110.4%
+1,088.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +4.4% | -5.2% | +9.6% | +5.5% |
| 30D | -7.3% | -6.9% | -0.4% | -6.1% |
| 3M | -4.2% | +5.7% | -10.0% | -5.8% |
| 6M | -1.6% | +0.9% | -2.5% | -3.0% |
| YTD | +4.9% | -14.5% | +19.4% | +6.1% |
| 1Y | +3.8% | -12.1% | +15.9% | +4.2% |
| 3Y | +79.4% | +72.2% | +7.3% | +45.6% |
| 5Y | +63.9% | +4.5% | +59.4% | +40.0% |
| 10Y | +404.0% | +3.3% | +400.7% | +266.2% |
| All | +1,199.2% | +110.4% | +1,088.8% | +524.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling