-34.9%
VST vs GAP
+10.4%
-45.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.0% | -21.8% | -14.4% |
| 7D | -15.7% | +8.0% | -23.7% | -16.3% |
| 30D | -17.0% | +2.7% | -19.7% | -17.0% |
| 3M | -15.9% | +16.0% | -31.9% | -17.4% |
| 6M | -25.0% | +2.0% | -27.0% | -25.6% |
| YTD | -25.1% | -4.4% | -20.7% | -25.3% |
| 1Y | -34.9% | +9.2% | -44.0% | -35.0% |
| All | -34.9% | +10.4% | -45.3% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling