+1,216.9%
VST vs GFI
+1,270.0%
-53.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | +8.9% | +3.1% | +5.8% | +8.6% |
| 30D | +6.2% | +27.1% | -20.9% | +4.0% |
| 3M | -2.7% | +21.2% | -23.9% | -4.6% |
| 6M | -8.4% | -4.5% | -3.9% | -8.6% |
| YTD | -7.2% | +11.7% | -18.9% | -8.7% |
| 1Y | -20.9% | +46.0% | -66.9% | -23.6% |
| 3Y | +384.0% | +309.6% | +74.4% | +338.1% |
| 5Y | +757.1% | +506.0% | +251.0% | +660.7% |
| All | +1,216.9% | +1,270.0% | -53.1% | +1,055.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling