-12.1%
GFS vs VSXY
+118.0%
-130.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | -5.3% | +10.2% | -15.5% | -7.4% |
| 30D | -15.8% | +33.6% | -49.4% | -21.2% |
| 3M | -18.6% | +10.8% | -29.4% | -21.2% |
| 6M | -45.0% | +130.5% | -175.5% | -56.1% |
| YTD | +16.8% | +104.4% | -87.7% | -5.7% |
| 1Y | +17.8% | +216.5% | -198.7% | -15.0% |
| 3Y | -21.5% | +465.9% | -487.4% | -57.2% |
| 5Y | -29.3% | +123.1% | -152.5% | -45.5% |
| All | -12.1% | +118.0% | -130.1% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling