-22.0%
VST vs GAP
-12.4%
-9.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | +6.6% | -1.9% | +8.5% | +6.7% |
| 30D | -12.4% | -7.1% | -5.3% | -11.9% |
| 3M | -9.0% | +4.1% | -13.1% | -9.7% |
| 6M | -6.4% | +1.9% | -8.4% | -7.7% |
| YTD | -17.2% | -15.2% | -2.0% | -16.1% |
| 1Y | -22.0% | -10.6% | -11.4% | -19.8% |
| All | -22.0% | -12.4% | -9.7% | -19.8% |
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