+262.4%
VST vs GH
+431.6%
-169.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.2% | +10.9% |
| 7D | -9.8% | -15.6% | +5.8% | -6.6% |
| 30D | -25.1% | -10.4% | -14.8% | -23.4% |
| 3M | -11.6% | -4.3% | -7.3% | -11.3% |
| 6M | -20.9% | +63.5% | -84.5% | -30.0% |
| YTD | -22.3% | +47.7% | -70.0% | -30.1% |
| 1Y | -32.0% | +56.7% | -88.8% | -39.6% |
| 3Y | +262.4% | +443.9% | -181.5% | +144.6% |
| All | +262.4% | +431.6% | -169.2% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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