-20.9%
VST vs GFI
+45.3%
-66.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | +8.9% | +3.1% | +5.8% | +8.1% |
| 30D | +6.2% | +27.1% | -20.9% | 0.0% |
| 3M | -2.7% | +21.2% | -23.9% | -8.0% |
| 6M | -8.4% | -4.5% | -3.9% | -9.5% |
| YTD | -7.2% | +11.7% | -18.9% | -13.3% |
| 1Y | -20.9% | +46.0% | -66.9% | -32.0% |
| All | -20.9% | +45.3% | -66.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling