+262.4%
VST vs GPC
+1.0%
+261.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.3% | +11.9% | +10.6% |
| 7D | -9.8% | +1.6% | -11.4% | -9.9% |
| 30D | -25.1% | -2.1% | -23.1% | -25.1% |
| 3M | -11.6% | -6.8% | -4.8% | -11.3% |
| 6M | -20.9% | +18.6% | -39.5% | -22.7% |
| YTD | -22.3% | +2.7% | -25.0% | -23.9% |
| 1Y | -32.0% | +1.8% | -33.8% | -33.4% |
| 3Y | +262.4% | +1.1% | +261.3% | +248.3% |
| All | +262.4% | +1.0% | +261.4% | +248.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling