+608.4%
VST vs GAP
+2.1%
+606.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +6.6% | -1.9% | +8.5% | +6.9% |
| 30D | -12.4% | -7.1% | -5.3% | -11.7% |
| 3M | -9.0% | +4.1% | -13.1% | -10.2% |
| 6M | -6.4% | +1.9% | -8.4% | -7.9% |
| YTD | -17.2% | -15.2% | -2.0% | -16.3% |
| 1Y | -22.0% | -10.6% | -11.4% | -22.1% |
| 3Y | +296.7% | +74.6% | +222.1% | +254.7% |
| All | +608.4% | +2.1% | +606.2% | +515.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling