-2.7%
GFS vs VSXY
+54.5%
-57.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -1.1% |
| 7D | +2.6% | -6.8% | +9.4% | +3.9% |
| 30D | -16.4% | -20.4% | +4.0% | -12.5% |
| 3M | -41.6% | +2.9% | -44.5% | -42.6% |
| 6M | -3.7% | +67.9% | -71.6% | -17.4% |
| YTD | +29.3% | +44.9% | -15.5% | +13.2% |
| 1Y | +37.1% | +205.9% | -168.8% | -1.1% |
| 3Y | -22.1% | +373.9% | -396.0% | -57.1% |
| All | -2.7% | +54.5% | -57.2% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling