+188.6%
GGLL vs VSXY
+243.0%
-54.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +3.1% | +11.8% | -8.7% | +1.4% |
| 30D | -36.3% | +25.9% | -62.3% | -38.7% |
| 3M | -40.4% | +15.5% | -55.9% | -42.0% |
| 6M | -54.6% | +109.7% | -164.3% | -60.9% |
| YTD | -31.1% | +99.5% | -130.6% | -40.7% |
| 1Y | -19.2% | +197.5% | -216.7% | -36.0% |
| 3Y | +151.5% | +453.3% | -301.7% | +67.2% |
| All | +188.6% | +243.0% | -54.4% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling