-7.5%
GAP vs VSXY
+42.7%
-50.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -1.6% |
| 7D | +1.7% | -6.8% | +8.5% | +3.7% |
| 30D | +9.3% | -20.4% | +29.7% | +17.7% |
| 3M | +6.1% | +2.9% | +3.2% | +3.6% |
| 6M | -2.3% | +67.9% | -70.2% | -24.2% |
| YTD | -10.6% | +44.9% | -55.5% | -27.1% |
| 1Y | -4.4% | +205.9% | -210.4% | -42.8% |
| 3Y | +118.3% | +373.9% | -255.5% | -6.8% |
| 5Y | +12.2% | +23.5% | -11.3% | -23.8% |
| All | -7.5% | +42.7% | -50.2% | -39.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling