+1,250.4%
VUG vs GAP
+120.5%
+1,130.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.1% | -4.5% | +4.4% | +0.8% |
| 30D | -0.3% | +9.0% | -9.4% | -2.4% |
| 3M | -0.7% | +5.0% | -5.7% | -2.2% |
| 6M | +14.6% | -17.8% | +32.4% | +17.6% |
| YTD | +9.0% | -10.4% | +19.4% | +9.5% |
| 1Y | +14.9% | -3.4% | +18.3% | +13.0% |
| 3Y | +86.0% | +111.5% | -25.4% | +44.0% |
| 5Y | +76.7% | +8.8% | +67.9% | +49.6% |
| 10Y | +411.3% | +32.9% | +378.4% | +244.4% |
| All | +1,250.4% | +120.5% | +1,130.0% | +545.1% |
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