+962.7%
VST vs GD
+195.4%
+767.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -2.6% | -11.3% | -12.5% |
| 7D | -15.7% | +3.0% | -18.7% | -16.9% |
| 30D | -17.0% | +10.5% | -27.5% | -21.4% |
| 3M | -15.9% | -5.0% | -10.9% | -13.8% |
| 6M | -25.0% | +5.5% | -30.5% | -27.8% |
| YTD | -25.1% | +10.3% | -35.5% | -30.2% |
| 1Y | -34.9% | +8.2% | -43.0% | -38.6% |
| 3Y | +252.7% | +59.0% | +193.7% | +163.3% |
| 5Y | +582.3% | +104.3% | +478.1% | +335.7% |
| 10Y | +1,076.6% | +202.4% | +874.1% | +561.8% |
| All | +962.7% | +195.4% | +767.3% | +492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling