+233.4%
GLW vs VSXY
+90.2%
+143.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | 0.0% |
| 7D | +15.5% | -1.6% | +17.1% | +15.9% |
| 30D | -19.6% | +17.8% | -37.4% | -21.7% |
| 3M | -28.5% | +12.5% | -41.0% | -30.3% |
| 6M | -39.5% | +124.7% | -164.2% | -48.1% |
| YTD | +37.2% | +93.2% | -56.0% | +19.5% |
| 1Y | +35.4% | +195.6% | -160.2% | +9.9% |
| 3Y | +359.7% | +434.6% | -75.0% | +217.9% |
| 5Y | +244.0% | +103.3% | +140.7% | +171.7% |
| All | +233.4% | +90.2% | +143.2% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling