+32.0%
GH vs VSXY
+37.5%
-5.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.6% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -4.7% | -18.7% | +14.0% | -1.4% |
| 3M | +20.2% | -4.0% | +24.2% | +20.1% |
| 6M | +78.8% | +67.5% | +11.3% | +56.6% |
| YTD | +54.1% | +39.7% | +14.4% | +39.1% |
| 1Y | +177.1% | +180.0% | -2.9% | +112.7% |
| 3Y | +371.6% | +337.3% | +34.3% | +195.4% |
| 5Y | +21.9% | +22.7% | -0.8% | -1.6% |
| All | +32.0% | +37.5% | -5.5% | +7.0% |
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