+373.4%
VST vs GD
+68.4%
+305.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.2% |
| 7D | +8.9% | -5.3% | +14.2% | +11.1% |
| 30D | +6.2% | -6.4% | +12.6% | +8.8% |
| 3M | -2.7% | +5.7% | -8.4% | -5.5% |
| 6M | -8.4% | -0.9% | -7.4% | -8.0% |
| YTD | -7.2% | +8.2% | -15.4% | -10.5% |
| 1Y | -20.9% | +13.4% | -34.3% | -25.4% |
| All | +373.4% | +68.4% | +305.1% | +314.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling