-22.3%
GIS vs VSXY
+42.7%
-65.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -1.6% |
| 7D | -8.3% | -6.8% | -1.5% | -8.2% |
| 30D | +2.2% | -20.4% | +22.5% | +2.3% |
| 3M | +15.7% | +2.9% | +12.8% | +15.7% |
| 6M | -12.0% | +67.9% | -79.9% | -12.1% |
| YTD | -15.0% | +44.9% | -59.8% | -15.1% |
| 1Y | -20.1% | +205.9% | -226.0% | -20.9% |
| 3Y | -34.6% | +373.9% | -408.5% | -35.9% |
| 5Y | -22.8% | +23.5% | -46.3% | -23.3% |
| All | -22.3% | +42.7% | -65.0% | -23.6% |
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