-39.6%
DG vs VSXY
+37.5%
-77.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.1% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | +4.2% | -18.7% | +22.8% | +5.7% |
| 3M | +9.5% | -4.0% | +13.5% | +9.6% |
| 6M | -13.1% | +67.5% | -80.6% | -17.8% |
| YTD | -4.8% | +39.7% | -44.5% | -8.8% |
| 1Y | +20.6% | +180.0% | -159.4% | +8.3% |
| 3Y | +4.9% | +337.3% | -332.3% | -13.9% |
| 5Y | -37.9% | +22.7% | -60.5% | -43.5% |
| All | -39.6% | +37.5% | -77.1% | -45.6% |
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 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