+45.0%
CG vs VSXY
+455.0%
-410.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.8% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | +11.2% | +20.1% | -8.9% | +8.1% |
| 3M | -22.1% | +16.6% | -38.7% | -24.3% |
| 6M | -17.9% | +134.9% | -152.9% | -31.7% |
| YTD | -31.3% | +96.0% | -127.3% | -40.9% |
| 1Y | -24.0% | +203.8% | -227.7% | -40.5% |
| 3Y | +45.0% | +465.3% | -420.4% | -3.3% |
| All | +45.0% | +455.0% | -410.0% | -3.3% |
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