+1,216.9%
VST vs GPC
+87.6%
+1,129.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | +8.9% | +1.2% | +7.7% | +8.5% |
| 30D | +6.2% | +6.0% | +0.2% | +4.4% |
| 3M | -2.7% | +42.6% | -45.4% | -13.8% |
| 6M | -8.4% | +22.8% | -31.1% | -15.0% |
| YTD | -7.2% | +15.5% | -22.7% | -13.0% |
| 1Y | -20.9% | +2.0% | -22.9% | -23.1% |
| 3Y | +384.0% | -1.4% | +385.4% | +358.6% |
| 5Y | +757.1% | +30.6% | +726.5% | +615.5% |
| All | +1,216.9% | +87.6% | +1,129.3% | +797.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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