+328.7%
GGLL vs VSXY
+139.9%
+188.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.7% |
| 7D | -4.8% | -14.0% | +9.2% | -2.8% |
| 30D | -13.7% | -15.9% | +2.2% | -11.7% |
| 3M | -21.9% | +3.4% | -25.2% | -22.5% |
| 6M | +11.7% | +25.9% | -14.3% | +4.6% |
| YTD | +2.3% | +39.5% | -37.2% | -6.6% |
| 1Y | +76.2% | +194.4% | -118.2% | +38.2% |
| 3Y | +245.0% | +281.4% | -36.4% | +143.0% |
| All | +328.7% | +139.9% | +188.8% | +239.5% |
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 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