+264.1%
AG vs VSXY
+339.2%
-75.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -4.6% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | +6.4% | -22.1% | +28.4% | +8.8% |
| 3M | +28.4% | -1.1% | +29.5% | +28.3% |
| 6M | -24.5% | +53.8% | -78.3% | -28.5% |
| YTD | +21.2% | +35.5% | -14.3% | +16.1% |
| 1Y | +114.1% | +186.0% | -71.9% | +91.4% |
| All | +264.1% | +339.2% | -75.1% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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