+100.4%
GD vs VSXY
+106.2%
-5.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.6% | -0.9% |
| 7D | +1.9% | -1.6% | +3.5% | +1.9% |
| 30D | +9.2% | +17.8% | -8.6% | +8.5% |
| 3M | -7.5% | +12.5% | -19.9% | -8.0% |
| 6M | +5.8% | +124.7% | -119.0% | +1.3% |
| YTD | +9.8% | +93.2% | -83.4% | +5.6% |
| 1Y | +5.8% | +195.6% | -189.9% | -0.7% |
| 3Y | +58.0% | +434.6% | -376.6% | +39.0% |
| 5Y | +100.4% | +103.3% | -2.9% | +82.6% |
| All | +100.4% | +106.2% | -5.8% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling