+766.9%
VST vs GNRC
-57.1%
+824.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +9.9% | +4.8% | +5.0% | +8.7% |
| 30D | +7.9% | -10.4% | +18.3% | +10.7% |
| 3M | +3.4% | -28.5% | +31.9% | +11.4% |
| 6M | -4.1% | -6.8% | +2.7% | -3.7% |
| YTD | -5.7% | +39.5% | -45.2% | -14.5% |
| 1Y | -18.9% | +3.4% | -22.3% | -21.3% |
| 3Y | +359.1% | +65.1% | +293.9% | +300.0% |
| 5Y | +766.9% | -57.1% | +824.0% | +752.3% |
| All | +766.9% | -57.1% | +824.0% | +752.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling