+26.8%
GSST vs VT
+139.0%
-112.1%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | -1.6% | +1.4% | -0.2% |
| 30D | +0.1% | -2.5% | +2.6% | +0.1% |
| 3M | +0.3% | -1.3% | +1.6% | +0.3% |
| 6M | +1.2% | +3.1% | -1.9% | +1.2% |
| YTD | +2.5% | +10.9% | -8.5% | +2.4% |
| 1Y | +3.2% | +12.1% | -8.8% | +3.2% |
| 3Y | +16.0% | +73.9% | -57.9% | +15.7% |
| 5Y | +21.3% | +58.0% | -36.7% | +21.1% |
| All | +26.8% | +139.0% | -112.1% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling