+296.7%
VST vs GM
+231.6%
+65.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +6.6% | -0.2% | +6.8% | +6.6% |
| 30D | -12.4% | +3.6% | -15.9% | -13.4% |
| 3M | -9.0% | -0.2% | -8.8% | -9.5% |
| 6M | -6.4% | +13.9% | -20.4% | -10.2% |
| YTD | -17.2% | +6.5% | -23.6% | -19.8% |
| 1Y | -22.0% | +20.7% | -42.7% | -26.6% |
| 3Y | +296.7% | +229.5% | +67.2% | +201.8% |
| All | +296.7% | +231.6% | +65.1% | +201.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling