+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 all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | +0.4% | +8.5% | +8.8% |
| 30D | +6.2% | +5.1% | +1.1% | +4.6% |
| 3M | -2.7% | +41.5% | -44.2% | -13.6% |
| 6M | -8.4% | +21.8% | -30.2% | -14.8% |
| YTD | -7.2% | +14.6% | -21.8% | -12.8% |
| 1Y | -20.9% | +1.3% | -22.2% | -22.9% |
| 3Y | +384.0% | -1.4% | +385.4% | +358.4% |
| 5Y | +757.1% | +30.6% | +726.5% | +615.2% |
| All | +1,216.9% | +87.6% | +1,129.3% | +796.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling