-21.6%
VST vs GFI
+34.7%
-56.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +5.3% | +4.7% | +0.6% | +4.2% |
| 30D | +5.8% | +14.4% | -8.7% | +2.2% |
| 3M | +3.5% | +32.5% | -29.0% | -4.3% |
| 6M | -7.4% | -7.2% | -0.2% | -8.0% |
| YTD | -6.1% | +10.9% | -16.9% | -12.2% |
| 1Y | -21.6% | +35.5% | -57.1% | -32.0% |
| All | -21.6% | +34.7% | -56.3% | -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