+769.3%
VST vs GM
+88.8%
+680.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 6M | -8.4% | +12.4% | -20.7% | -11.6% |
| YTD | -7.2% | +8.6% | -15.8% | -10.0% |
| 1Y | -20.9% | +52.6% | -73.5% | -30.3% |
| 3Y | +384.0% | +169.7% | +214.3% | +253.6% |
| All | +769.3% | +88.8% | +680.5% | +510.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling