+118.9%
GLD vs VSXY
+101.4%
+17.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -2.7% |
| 7D | +2.8% | +10.2% | -7.4% | +2.8% |
| 30D | -4.0% | +33.6% | -37.6% | -4.1% |
| 3M | -8.2% | +10.8% | -19.0% | -8.3% |
| 6M | -14.8% | +130.5% | -145.4% | -15.2% |
| YTD | -6.8% | +104.4% | -111.2% | -7.1% |
| 1Y | -2.4% | +216.5% | -218.9% | -2.8% |
| 3Y | +105.8% | +465.9% | -360.2% | +104.8% |
| 5Y | +113.3% | +123.1% | -9.8% | +110.0% |
| All | +118.9% | +101.4% | +17.5% | +117.1% |
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