+227.8%
VST vs GD
+55.3%
+172.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.8% | -5.3% |
| 7D | -19.9% | -3.9% | -16.0% | -18.5% |
| 30D | -29.7% | +8.1% | -37.7% | -31.6% |
| 3M | -19.6% | -6.8% | -12.8% | -17.1% |
| 6M | -29.4% | +3.0% | -32.4% | -30.6% |
| YTD | -29.7% | +7.8% | -37.5% | -32.3% |
| 1Y | -40.0% | +5.8% | -45.8% | -41.7% |
| All | +227.8% | +55.3% | +172.5% | +175.4% |
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