+361.1%
VST vs GM
+179.1%
+182.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +8.9% | +1.9% | +7.0% | +8.4% |
| 30D | +6.2% | -1.4% | +7.6% | +6.5% |
| 3M | -2.7% | +5.9% | -8.6% | -4.4% |
| 6M | -8.4% | +12.4% | -20.7% | -11.4% |
| YTD | -7.2% | +8.6% | -15.8% | -10.0% |
| 1Y | -20.9% | +52.6% | -73.5% | -29.5% |
| All | +361.1% | +179.1% | +182.0% | +246.3% |
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