+27.0%
GSST vs VT
+148.4%
-121.4%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +0.3% | +1.0% | -0.6% | +0.3% |
| 3M | +1.0% | +2.4% | -1.3% | +1.0% |
| 6M | +2.0% | +12.0% | -10.0% | +1.9% |
| YTD | +2.6% | +15.3% | -12.7% | +2.6% |
| 1Y | +4.2% | +22.6% | -18.4% | +4.1% |
| 3Y | +17.1% | +74.7% | -57.6% | +16.8% |
| 5Y | +21.4% | +66.1% | -44.8% | +21.2% |
| All | +27.0% | +148.4% | -121.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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