+138.9%
GLD vs VSXY
+21.5%
+117.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.8% |
| 7D | +0.7% | -6.8% | +7.5% | +0.8% |
| 30D | +0.3% | -20.4% | +20.7% | +0.5% |
| 3M | +0.6% | +2.9% | -2.3% | +0.6% |
| 6M | -15.6% | +67.9% | -83.5% | -15.9% |
| YTD | +0.9% | +44.9% | -44.0% | +0.5% |
| 1Y | +19.4% | +205.9% | -186.5% | +18.7% |
| 3Y | +124.5% | +373.9% | -249.4% | +122.4% |
| 5Y | +138.9% | +23.5% | +115.5% | +127.5% |
| All | +138.9% | +21.5% | +117.4% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling