+97.2%
GD vs VSXY
+14.5%
+82.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.9% |
| 7D | -5.3% | -14.0% | +8.7% | -4.7% |
| 30D | -6.4% | -15.9% | +9.5% | -5.8% |
| 3M | +5.7% | +3.4% | +2.3% | +5.4% |
| 6M | -0.9% | +25.9% | -26.9% | -2.7% |
| YTD | +8.2% | +39.5% | -31.3% | +5.6% |
| 1Y | +13.4% | +194.4% | -180.9% | +6.0% |
| 3Y | +68.5% | +281.4% | -212.9% | +49.9% |
| All | +97.2% | +14.5% | +82.8% | +84.4% |
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 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