+40.6%
GLW vs VSXY
+210.1%
-169.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.4% | -14.2% | -7.5% |
| 7D | -9.5% | +14.2% | -23.7% | -12.0% |
| 30D | -25.5% | +21.9% | -47.3% | -28.6% |
| 3M | -25.6% | +22.1% | -47.7% | -29.2% |
| 6M | -25.5% | +116.7% | -142.2% | -38.1% |
| YTD | +36.4% | +101.1% | -64.8% | +12.4% |
| 1Y | +40.6% | +208.0% | -167.4% | +8.1% |
| All | +40.6% | +210.1% | -169.5% | +8.1% |
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 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