+8.4%
GFI vs VSXY
+210.1%
-201.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.4% | -2.0% | +5.6% |
| 7D | +1.4% | +14.2% | -12.8% | +0.4% |
| 30D | +3.0% | +21.9% | -18.9% | +1.3% |
| 3M | +10.2% | +22.1% | -11.9% | +8.2% |
| 6M | -10.1% | +116.7% | -126.8% | -18.2% |
| YTD | -11.4% | +101.1% | -112.5% | -20.8% |
| 1Y | +8.4% | +208.0% | -199.6% | -13.9% |
| All | +8.4% | +210.1% | -201.7% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling