-7.3%
GAP vs VSXY
+37.4%
-44.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.4% |
| 7D | -4.5% | -14.0% | +9.5% | +0.3% |
| 30D | +9.0% | -15.9% | +25.0% | +15.0% |
| 3M | +5.0% | +3.4% | +1.6% | +2.3% |
| 6M | -17.8% | +25.9% | -43.7% | -28.8% |
| YTD | -10.4% | +39.5% | -49.9% | -25.9% |
| 1Y | -3.4% | +194.4% | -197.7% | -41.4% |
| 3Y | +111.5% | +281.4% | -169.9% | -0.8% |
| 5Y | +8.8% | +12.8% | -4.0% | -25.0% |
| All | -7.3% | +37.4% | -44.7% | -38.4% |
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 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