-19.9%
GFS vs VSXY
+324.0%
-343.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.1% |
| 7D | +1.0% | -14.0% | +15.0% | +3.2% |
| 30D | -8.6% | -15.9% | +7.3% | -6.4% |
| 3M | -46.5% | +3.4% | -49.9% | -47.3% |
| 6M | -4.8% | +25.9% | -30.7% | -10.9% |
| YTD | +29.7% | +39.5% | -9.8% | +18.7% |
| 1Y | +35.8% | +194.4% | -158.5% | +9.6% |
| All | -19.9% | +324.0% | -343.9% | -41.4% |
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