-24.1%
VST vs GIS
-23.4%
-0.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | -0.2% |
| 7D | +19.2% | -8.1% | +27.2% | +14.6% |
| 30D | -17.2% | +5.3% | -22.5% | -15.1% |
| 3M | -8.1% | -10.5% | +2.4% | -10.3% |
| 6M | -8.1% | +1.8% | -9.9% | -6.4% |
| YTD | -16.3% | -22.9% | +6.7% | -23.2% |
| 1Y | -24.1% | -22.9% | -1.2% | -29.8% |
| All | -24.1% | -23.4% | -0.7% | -29.8% |
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