+1,232.7%
VST vs GNRC
+384.2%
+848.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +5.3% | +3.2% | +2.2% | +4.6% |
| 30D | +5.8% | -9.5% | +15.3% | +8.1% |
| 3M | +3.5% | -28.5% | +32.0% | +11.3% |
| 6M | -7.4% | -10.0% | +2.6% | -6.3% |
| YTD | -6.1% | +36.7% | -42.8% | -14.2% |
| 1Y | -21.6% | +2.6% | -24.2% | -23.8% |
| 3Y | +357.2% | +61.9% | +295.3% | +299.2% |
| 5Y | +777.0% | -59.0% | +836.1% | +843.9% |
| All | +1,232.7% | +384.2% | +848.5% | +659.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling