+106.2%
GD vs VSXY
+96.5%
+9.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.7% |
| 7D | -5.0% | +11.8% | -16.8% | -5.4% |
| 30D | +8.9% | +25.9% | -17.0% | +7.9% |
| 3M | -8.0% | +15.5% | -23.6% | -8.7% |
| 6M | +2.9% | +109.7% | -106.8% | -0.8% |
| YTD | +7.1% | +99.5% | -92.4% | +3.2% |
| 1Y | +5.9% | +197.5% | -191.6% | -0.1% |
| 3Y | +53.9% | +453.3% | -399.4% | +36.8% |
| 5Y | +95.4% | +110.3% | -14.8% | +79.0% |
| All | +106.2% | +96.5% | +9.7% | +89.4% |
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