+11.7%
GGLL vs VSXY
+19.7%
-8.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.4% |
| 7D | -4.8% | -14.0% | +9.2% | -4.4% |
| 30D | -13.7% | -15.9% | +2.2% | -13.2% |
| 3M | -21.9% | +3.4% | -25.2% | -21.3% |
| 6M | +11.7% | +25.9% | -14.3% | +17.5% |
| All | +11.7% | +19.7% | -8.0% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling