-20.0%
GFS vs VSXY
+522.0%
-542.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.2% | +4.1% |
| 7D | -3.1% | +15.2% | -18.3% | -5.4% |
| 30D | -16.0% | +37.0% | -53.0% | -20.4% |
| 3M | -24.7% | +15.2% | -39.9% | -26.9% |
| 6M | -45.1% | +136.3% | -181.4% | -53.7% |
| YTD | +16.5% | +109.6% | -93.1% | -0.9% |
| 1Y | +19.3% | +223.7% | -204.4% | -6.2% |
| 3Y | -20.0% | +516.3% | -536.2% | -45.4% |
| All | -20.0% | +522.0% | -542.0% | -45.4% |
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