+1,121.2%
VST vs GNRC
+355.2%
+765.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.6% | -1.1% |
| 7D | -6.0% | -13.1% | +7.1% | -2.4% |
| 30D | -18.8% | -19.2% | +0.4% | -14.1% |
| 3M | -8.0% | -11.8% | +3.8% | -5.2% |
| 6M | -10.9% | -32.5% | +21.6% | -2.8% |
| YTD | -18.3% | +33.3% | -51.6% | -24.8% |
| 1Y | -29.9% | +16.0% | -46.0% | -33.6% |
| 3Y | +290.3% | +75.5% | +214.8% | +237.7% |
| 5Y | +635.3% | -58.7% | +694.0% | +695.7% |
| All | +1,121.2% | +355.2% | +765.9% | +580.4% |
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