+422.1%
GE vs VSXY
+93.0%
+329.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | +8.1% | +20.1% | -12.0% | +6.2% |
| 3M | -7.9% | +16.6% | -24.4% | -9.5% |
| 6M | +12.9% | +134.9% | -122.0% | +1.4% |
| YTD | +8.2% | +96.0% | -87.8% | -1.3% |
| 1Y | +9.7% | +203.8% | -194.1% | -5.2% |
| 3Y | +266.1% | +465.3% | -199.2% | +175.7% |
| 5Y | +407.4% | +106.3% | +301.1% | +337.2% |
| All | +422.1% | +93.0% | +329.0% | +340.9% |
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