+110.3%
GLD vs VSXY
+90.2%
+20.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +1.9% | -2.8% |
| 7D | -5.5% | -1.6% | -3.9% | -5.5% |
| 30D | -7.0% | +17.8% | -24.8% | -7.1% |
| 3M | -12.4% | +12.5% | -24.8% | -12.4% |
| 6M | -18.0% | +124.7% | -142.7% | -18.3% |
| YTD | -10.5% | +93.2% | -103.6% | -10.8% |
| 1Y | -8.1% | +195.6% | -203.7% | -8.4% |
| 3Y | +97.7% | +434.6% | -336.9% | +96.8% |
| 5Y | +103.4% | +103.3% | +0.1% | +100.1% |
| All | +110.3% | +90.2% | +20.1% | +108.6% |
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