+289.2%
GFI vs VSXY
+352.7%
-63.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.3% | -1.4% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +10.7% | -18.7% | +29.4% | +11.7% |
| 3M | +25.6% | -4.0% | +29.6% | +25.7% |
| 6M | -8.3% | +67.5% | -75.7% | -10.8% |
| YTD | +6.3% | +39.7% | -33.3% | +3.7% |
| 1Y | +22.1% | +180.0% | -157.9% | +16.9% |
| 3Y | +289.2% | +337.3% | -48.1% | +246.8% |
| All | +289.2% | +352.7% | -63.5% | +246.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling