+1,216.9%
VST vs GAP
+44.2%
+1,172.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +8.9% | -4.5% | +13.4% | +9.8% |
| 30D | +6.2% | +9.0% | -2.8% | +4.3% |
| 3M | -2.7% | +5.0% | -7.7% | -4.1% |
| 6M | -8.4% | -17.8% | +9.5% | -6.2% |
| YTD | -7.2% | -10.4% | +3.2% | -6.6% |
| 1Y | -20.9% | -3.4% | -17.5% | -21.9% |
| 3Y | +384.0% | +111.5% | +272.5% | +302.6% |
| 5Y | +757.1% | +8.8% | +748.2% | +661.7% |
| All | +1,216.9% | +44.2% | +1,172.7% | +834.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling