+1,216.9%
VST vs GD
+189.5%
+1,027.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.5% |
| 7D | +8.9% | -5.3% | +14.2% | +12.0% |
| 30D | +6.2% | -6.4% | +12.6% | +9.9% |
| 3M | -2.7% | +5.7% | -8.4% | -6.3% |
| 6M | -8.4% | -0.9% | -7.4% | -8.9% |
| YTD | -7.2% | +8.2% | -15.4% | -12.3% |
| 1Y | -20.9% | +13.4% | -34.3% | -27.4% |
| 3Y | +384.0% | +68.5% | +315.5% | +248.0% |
| 5Y | +757.1% | +97.2% | +659.9% | +459.2% |
| All | +1,216.9% | +189.5% | +1,027.3% | +644.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling