+1.9%
CG vs VSXY
+93.0%
-91.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.8% |
| 7D | +0.2% | -1.7% | +1.9% | +0.6% |
| 30D | +11.2% | +20.1% | -8.9% | +7.3% |
| 3M | -22.1% | +16.6% | -38.7% | -24.8% |
| 6M | -17.9% | +134.9% | -152.9% | -34.0% |
| YTD | -31.3% | +96.0% | -127.3% | -42.8% |
| 1Y | -24.0% | +203.8% | -227.7% | -43.1% |
| 3Y | +45.0% | +465.3% | -420.4% | -14.5% |
| 5Y | -22.6% | +106.3% | -129.0% | -43.7% |
| All | +1.9% | +93.0% | -91.1% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling