-26.4%
VST vs GPC
+2.8%
-29.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -6.0% | +0.4% | -6.4% | -6.0% |
| 30D | -18.8% | -1.8% | -16.9% | -18.7% |
| 3M | -8.0% | -6.6% | -1.4% | -7.7% |
| 6M | -10.9% | +21.3% | -32.3% | -15.4% |
| YTD | -18.3% | +4.3% | -22.6% | -26.5% |
| All | -26.4% | +2.8% | -29.2% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling