+620.1%
VST vs GFS
-13.3%
+633.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -6.0% | -5.3% | -0.7% | -4.6% |
| 30D | -18.8% | -15.8% | -3.0% | -15.5% |
| 3M | -8.0% | -18.6% | +10.6% | -3.9% |
| 6M | -10.9% | -45.0% | +34.1% | +0.4% |
| YTD | -18.3% | +16.8% | -35.1% | -22.6% |
| 1Y | -29.9% | +17.8% | -47.7% | -33.8% |
| 3Y | +290.3% | -21.5% | +311.8% | +284.1% |
| 5Y | +635.3% | -29.3% | +664.6% | +593.7% |
| All | +620.1% | -13.3% | +633.4% | +557.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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