+1,197.0%
VST vs GFI
+1,220.3%
-23.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.4% |
| 7D | +2.0% | -5.1% | +7.1% | +2.4% |
| 30D | +1.5% | +13.4% | -12.0% | +0.4% |
| 3M | +6.3% | +36.2% | -29.9% | +3.3% |
| 6M | -10.3% | -9.8% | -0.5% | -10.2% |
| YTD | -8.6% | +7.7% | -16.3% | -9.8% |
| 1Y | -29.3% | +27.2% | -56.5% | -31.1% |
| 3Y | +344.9% | +300.3% | +44.6% | +303.8% |
| 5Y | +774.8% | +539.8% | +235.0% | +677.4% |
| All | +1,197.0% | +1,220.3% | -23.3% | +1,041.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling