-18.9%
VST vs GM
+48.9%
-67.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +1.8% |
| 7D | +9.9% | +0.4% | +9.5% | +9.8% |
| 30D | +7.9% | -1.8% | +9.8% | +8.1% |
| 3M | +3.4% | +2.6% | +0.8% | +2.5% |
| 6M | -4.1% | +14.6% | -18.7% | -6.2% |
| YTD | -5.7% | +6.2% | -11.9% | -8.6% |
| 1Y | -18.9% | +48.7% | -67.6% | -15.9% |
| All | -18.9% | +48.9% | -67.7% | -15.9% |
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 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