+150.1%
VXUS vs GAP
+28.3%
+121.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.2% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | +0.7% | -0.7% | +1.4% | +0.6% |
| 3M | +4.8% | -0.5% | +5.2% | +4.5% |
| 6M | +11.3% | -5.0% | +16.3% | +11.3% |
| YTD | +16.5% | -14.7% | +31.2% | +17.7% |
| 1Y | +24.3% | -8.6% | +32.9% | +24.0% |
| 3Y | +74.5% | +108.4% | -33.9% | +48.3% |
| 5Y | +54.3% | +5.8% | +48.6% | +38.7% |
| 10Y | +150.1% | +29.6% | +120.5% | +93.9% |
| All | +150.1% | +28.3% | +121.8% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling