+1,232.7%
VST vs GM
+212.6%
+1,020.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | +5.3% | -1.1% | +6.4% | +5.6% |
| 30D | +5.8% | -4.6% | +10.3% | +7.2% |
| 3M | +3.5% | +0.2% | +3.3% | +2.9% |
| 6M | -7.4% | +12.6% | -20.0% | -11.4% |
| YTD | -6.1% | +3.7% | -9.8% | -8.2% |
| 1Y | -21.6% | +45.6% | -67.3% | -31.8% |
| 3Y | +357.2% | +162.0% | +195.2% | +218.0% |
| 5Y | +777.0% | +80.5% | +696.6% | +558.7% |
| All | +1,232.7% | +212.6% | +1,020.2% | +613.9% |
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