+373.4%
VST vs GIS
-33.1%
+406.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +2.2% |
| 7D | +8.9% | -7.8% | +16.8% | +4.5% |
| 30D | +6.2% | +6.6% | -0.4% | +10.1% |
| 3M | -2.7% | +21.0% | -23.7% | +9.1% |
| 6M | -8.4% | -9.1% | +0.7% | -12.5% |
| YTD | -7.2% | -13.6% | +6.4% | -14.0% |
| 1Y | -20.9% | -18.0% | -2.9% | -28.5% |
| All | +373.4% | -33.1% | +406.5% | +273.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling