-28.5%
VST vs GIS
-20.3%
-8.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +6.4% |
| 7D | -0.5% | +0.4% | -0.9% | +0.3% |
| 30D | -17.1% | +10.1% | -27.1% | -13.2% |
| 3M | -4.6% | -3.7% | -0.9% | -3.9% |
| 6M | -9.1% | +4.3% | -13.3% | -5.7% |
| YTD | -16.6% | -19.8% | +3.2% | -22.5% |
| All | -28.5% | -20.3% | -8.1% | -32.9% |
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