+111.7%
GD vs VSXY
+93.0%
+18.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | +2.7% | -1.7% | +4.4% | +2.7% |
| 30D | +8.6% | +20.1% | -11.5% | +7.8% |
| 3M | -7.1% | +16.6% | -23.7% | -7.7% |
| 6M | +7.5% | +134.9% | -127.5% | +3.0% |
| YTD | +9.9% | +96.0% | -86.1% | +6.0% |
| 1Y | +7.6% | +203.8% | -196.2% | +1.3% |
| 3Y | +56.2% | +465.3% | -409.1% | +38.7% |
| 5Y | +100.6% | +106.3% | -5.7% | +83.9% |
| All | +111.7% | +93.0% | +18.6% | +94.6% |
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