+608.4%
VST vs GIS
-33.3%
+641.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -0.2% |
| 7D | +6.6% | -3.4% | +9.9% | +5.3% |
| 30D | -12.4% | +6.9% | -19.3% | -9.5% |
| 3M | -9.0% | -10.1% | +1.1% | -10.9% |
| 6M | -6.4% | +5.9% | -12.3% | -2.8% |
| YTD | -17.2% | -21.1% | +3.9% | -21.3% |
| 1Y | -22.0% | -22.5% | +0.5% | -26.3% |
| 3Y | +296.7% | -39.0% | +335.7% | +251.8% |
| All | +608.4% | -33.3% | +641.7% | +529.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling