-11.1%
GAP vs VSXY
+37.5%
-48.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +6.2% | -18.7% | +24.9% | +13.5% |
| 3M | -0.7% | -4.0% | +3.3% | -0.6% |
| 6M | -7.1% | +67.5% | -74.6% | -27.9% |
| YTD | -14.1% | +39.7% | -53.7% | -29.0% |
| 1Y | -8.5% | +180.0% | -188.5% | -43.3% |
| 3Y | +115.4% | +337.3% | -221.9% | -4.8% |
| 5Y | +9.8% | +22.7% | -12.8% | -24.6% |
| All | -11.1% | +37.5% | -48.6% | -41.0% |
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