+1,181.0%
VUG vs GAP
+117.5%
+1,063.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -8.9% | -5.4% | -3.4% | -7.9% |
| 3M | -5.9% | +2.9% | -8.8% | -7.0% |
| 6M | -3.3% | -4.4% | +1.1% | -3.6% |
| YTD | +3.4% | -11.6% | +15.0% | +3.9% |
| 1Y | +1.9% | -6.0% | +7.9% | +0.9% |
| 3Y | +76.9% | +78.0% | -1.1% | +42.7% |
| 5Y | +63.9% | +8.5% | +55.4% | +39.0% |
| 10Y | +396.2% | +8.6% | +387.6% | +256.3% |
| All | +1,181.0% | +117.5% | +1,063.5% | +512.1% |
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 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