+1,216.9%
VST vs GNRC
+386.5%
+830.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +3.0% |
| 7D | +8.9% | +1.9% | +7.0% | +8.4% |
| 30D | +6.2% | -13.8% | +20.0% | +9.8% |
| 3M | -2.7% | -32.6% | +29.9% | +6.0% |
| 6M | -8.4% | -15.2% | +6.8% | -5.9% |
| YTD | -7.2% | +37.4% | -44.6% | -15.3% |
| 1Y | -20.9% | +5.1% | -26.0% | -23.5% |
| 3Y | +384.0% | +57.5% | +326.5% | +324.6% |
| 5Y | +757.1% | -58.7% | +815.8% | +820.6% |
| All | +1,216.9% | +386.5% | +830.4% | +649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling