+718.2%
VST vs GFS
-3.7%
+721.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +8.9% | +1.0% | +7.9% | +8.7% |
| 30D | +6.2% | -8.6% | +14.8% | +8.0% |
| 3M | -2.7% | -46.5% | +43.8% | +10.5% |
| 6M | -8.4% | -4.8% | -3.5% | -8.5% |
| YTD | -7.2% | +29.7% | -36.9% | -14.0% |
| 1Y | -20.9% | +35.8% | -56.7% | -27.8% |
| 3Y | +384.0% | -18.3% | +402.3% | +370.0% |
| All | +718.2% | -3.7% | +721.9% | +630.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling