+8.5%
CG vs VSXY
+37.5%
-29.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.3% |
| 7D | -9.9% | +0.1% | -10.0% | -9.9% |
| 30D | -11.7% | -18.7% | +7.0% | -8.4% |
| 3M | -4.3% | -4.0% | -0.3% | -4.5% |
| 6M | -8.8% | +67.5% | -76.2% | -21.7% |
| YTD | -26.9% | +39.7% | -66.5% | -34.8% |
| 1Y | -35.4% | +180.0% | -215.4% | -51.6% |
| 3Y | +43.0% | +337.3% | -294.2% | -12.4% |
| 5Y | +1.9% | +22.7% | -20.8% | -20.9% |
| All | +8.5% | +37.5% | -29.0% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling