+588.9%
VST vs GM
+53.0%
+535.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.5% | +14.1% | +11.4% |
| 7D | -9.8% | -1.4% | -8.4% | -9.8% |
| 30D | -25.1% | +6.4% | -31.5% | -26.7% |
| 3M | -11.6% | -0.7% | -10.9% | -12.1% |
| 6M | -20.9% | +9.9% | -30.9% | -23.8% |
| YTD | -22.3% | +6.7% | -29.0% | -24.9% |
| 1Y | -32.0% | +26.2% | -58.2% | -37.3% |
| 3Y | +262.4% | +205.0% | +57.4% | +149.9% |
| All | +588.9% | +53.0% | +535.9% | +428.3% |
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 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