+1,216.9%
VST vs GIS
-11.5%
+1,228.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.4% |
| 7D | +8.9% | -7.8% | +16.8% | +8.6% |
| 30D | +6.2% | +6.6% | -0.4% | +6.5% |
| 3M | -2.7% | +21.0% | -23.7% | -2.3% |
| 6M | -8.4% | -9.1% | +0.7% | -8.2% |
| YTD | -7.2% | -13.6% | +6.4% | -7.1% |
| 1Y | -20.9% | -18.0% | -2.9% | -20.8% |
| 3Y | +384.0% | -33.7% | +417.7% | +381.6% |
| 5Y | +757.1% | -19.4% | +776.5% | +709.8% |
| All | +1,216.9% | -11.5% | +1,228.3% | +1,108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling