+359.1%
VST vs GFI
+317.3%
+41.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | +9.9% | +5.7% | +4.2% | +8.7% |
| 30D | +7.9% | +15.6% | -7.7% | +4.7% |
| 3M | +3.4% | +31.5% | -28.1% | -2.7% |
| 6M | -4.1% | -3.7% | -0.4% | -4.9% |
| YTD | -5.7% | +11.2% | -16.9% | -9.5% |
| 1Y | -18.9% | +36.4% | -55.3% | -25.1% |
| 3Y | +359.1% | +313.5% | +45.5% | +247.9% |
| All | +359.1% | +317.3% | +41.8% | +247.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling