+35.0%
GH vs VSXY
+42.7%
-7.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -1.0% |
| 7D | -2.1% | -6.8% | +4.7% | -1.0% |
| 30D | -4.5% | -20.4% | +15.9% | -0.8% |
| 3M | +28.9% | +2.9% | +26.0% | +27.2% |
| 6M | +76.5% | +67.9% | +8.6% | +54.7% |
| YTD | +57.6% | +44.9% | +12.7% | +41.4% |
| 1Y | +167.5% | +205.9% | -38.4% | +101.8% |
| 3Y | +377.4% | +373.9% | +3.5% | +193.4% |
| 5Y | +23.8% | +23.5% | +0.4% | -0.9% |
| All | +35.0% | +42.7% | -7.6% | +8.7% |
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 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