-34.9%
VST vs GM
+37.1%
-72.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.6% | -18.5% | -14.3% |
| 7D | -15.7% | +12.1% | -27.8% | -17.2% |
| 30D | -17.0% | +15.2% | -32.2% | -18.9% |
| 3M | -15.9% | +4.9% | -20.8% | -16.6% |
| 6M | -25.0% | +22.6% | -47.6% | -29.1% |
| YTD | -25.1% | +14.4% | -39.5% | -30.6% |
| 1Y | -34.9% | +39.4% | -74.3% | -41.0% |
| All | -34.9% | +37.1% | -72.0% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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