+309.0%
GGLL vs VSXY
+140.4%
+168.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -4.0% |
| 7D | -3.9% | -10.7% | +6.8% | -2.5% |
| 30D | -15.4% | -24.3% | +8.9% | -11.9% |
| 3M | -21.9% | +1.0% | -22.9% | -22.3% |
| 6M | +4.5% | +57.4% | -52.9% | -5.9% |
| YTD | -2.4% | +39.8% | -42.2% | -10.9% |
| 1Y | +57.8% | +196.5% | -138.7% | +23.6% |
| 3Y | +227.2% | +357.2% | -130.0% | +119.8% |
| All | +309.0% | +140.4% | +168.6% | +223.9% |
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 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