+769.3%
VST vs GIS
-19.2%
+788.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +2.8% |
| 7D | +8.9% | -7.8% | +16.8% | +6.3% |
| 30D | +6.2% | +6.6% | -0.4% | +8.5% |
| 3M | -2.7% | +21.0% | -23.7% | +3.8% |
| 6M | -8.4% | -9.1% | +0.7% | -10.0% |
| YTD | -7.2% | -13.6% | +6.4% | -10.2% |
| 1Y | -20.9% | -18.0% | -2.9% | -24.3% |
| 3Y | +384.0% | -33.7% | +417.7% | +339.3% |
| All | +769.3% | -19.2% | +788.5% | +646.8% |
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 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