+426.2%
GE vs VSXY
+42.7%
+383.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -1.0% |
| 7D | +1.2% | -6.8% | +7.9% | +1.7% |
| 30D | -9.5% | -20.4% | +10.9% | -7.7% |
| 3M | +4.1% | +2.9% | +1.2% | +3.3% |
| 6M | +3.9% | +67.9% | -64.0% | -3.5% |
| YTD | +9.0% | +44.9% | -35.8% | +2.6% |
| 1Y | +21.9% | +205.9% | -184.0% | +4.6% |
| 3Y | +281.8% | +373.9% | -92.1% | +188.4% |
| 5Y | +436.7% | +23.5% | +413.3% | +381.3% |
| All | +426.2% | +42.7% | +383.5% | +358.2% |
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