+1,205.2%
VST vs GM
+249.7%
+955.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.3% | +6.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.7% |
| 30D | -17.1% | +8.4% | -25.4% | -19.5% |
| 3M | -4.6% | +2.6% | -7.2% | -6.1% |
| 6M | -9.1% | +14.3% | -23.3% | -13.9% |
| YTD | -16.6% | +11.0% | -27.6% | -20.8% |
| 1Y | -29.5% | +27.8% | -57.3% | -36.0% |
| 3Y | +297.5% | +246.7% | +50.9% | +150.9% |
| 5Y | +654.5% | +59.6% | +595.0% | +492.2% |
| 10Y | +1,205.2% | +249.1% | +956.1% | +589.4% |
| All | +1,205.2% | +249.7% | +955.5% | +589.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling