+301.1%
VST vs GFS
-16.8%
+317.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +19.2% | +17.2% | +1.9% | +14.0% |
| 30D | -17.2% | -8.7% | -8.4% | -15.1% |
| 3M | -8.1% | -19.7% | +11.5% | -3.1% |
| 6M | -8.1% | -40.7% | +32.6% | +3.7% |
| YTD | -16.3% | +22.5% | -38.8% | -23.6% |
| 1Y | -24.1% | +25.2% | -49.3% | -31.4% |
| All | +301.1% | -16.8% | +317.9% | +273.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling