-18.0%
GIS vs VSXY
+224.6%
-242.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.4% |
| 7D | -7.8% | -14.0% | +6.1% | -8.0% |
| 30D | +6.6% | -15.9% | +22.5% | +6.3% |
| 3M | +21.0% | +3.4% | +17.6% | +21.4% |
| 6M | -9.1% | +25.9% | -35.0% | -8.2% |
| YTD | -13.6% | +39.5% | -53.1% | -12.2% |
| 1Y | -18.0% | +194.4% | -212.4% | -14.0% |
| All | -18.0% | +224.6% | -242.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling