-32.0%
VST vs GIS
-18.0%
-14.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.6% | +13.2% | +9.3% |
| 7D | -9.8% | +3.6% | -13.4% | -7.9% |
| 30D | -25.1% | +13.9% | -39.0% | -20.7% |
| 3M | -11.6% | +0.3% | -11.9% | -9.5% |
| 6M | -20.9% | +5.0% | -25.9% | -17.6% |
| YTD | -22.3% | -18.4% | -3.9% | -26.0% |
| 1Y | -32.0% | -17.4% | -14.6% | -34.9% |
| All | -32.0% | -18.0% | -14.0% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling