+1,002.6%
VST vs GAP
+39.1%
+963.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.1% | +14.7% | +11.3% |
| 7D | -9.8% | -3.8% | -6.0% | -9.5% |
| 30D | -25.1% | -9.0% | -16.1% | -24.2% |
| 3M | -11.6% | +5.5% | -17.0% | -13.1% |
| 6M | -20.9% | -11.1% | -9.8% | -20.3% |
| YTD | -22.3% | -13.6% | -8.7% | -21.7% |
| 1Y | -32.0% | -2.9% | -29.2% | -33.1% |
| 3Y | +262.4% | +69.6% | +192.8% | +212.6% |
| 5Y | +563.4% | +5.4% | +558.0% | +492.0% |
| 10Y | +1,120.7% | +17.8% | +1,102.9% | +787.1% |
| All | +1,002.6% | +39.1% | +963.5% | +684.0% |
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 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