-17.4%
GIS vs VSXY
+210.1%
-227.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.4% | -3.2% | +5.2% |
| 7D | +8.5% | +14.2% | -5.7% | +8.5% |
| 30D | +15.3% | +21.9% | -6.5% | +15.4% |
| 3M | +0.9% | +22.1% | -21.2% | +0.9% |
| 6M | +7.9% | +116.7% | -108.7% | +9.4% |
| YTD | -17.6% | +101.1% | -118.7% | -16.7% |
| 1Y | -17.4% | +208.0% | -225.4% | -17.8% |
| All | -17.4% | +210.1% | -227.5% | -17.8% |
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