+3.7%
CG vs VSXY
+15.5%
-11.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.7% |
| 7D | -9.8% | -0.3% | -9.5% | -9.8% |
| 30D | -10.3% | -22.1% | +11.8% | -5.8% |
| 3M | -1.7% | -1.1% | -0.5% | -2.6% |
| 6M | -9.8% | +53.8% | -63.6% | -22.1% |
| YTD | -25.6% | +35.5% | -61.1% | -34.0% |
| 1Y | -32.5% | +186.0% | -218.5% | -51.1% |
| 3Y | +45.6% | +343.2% | -297.5% | -17.3% |
| 5Y | +3.7% | +19.0% | -15.3% | -10.8% |
| All | +3.7% | +15.5% | -11.9% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling