+39.4%
GM vs VSXY
+210.1%
-170.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.4% | -3.7% | +4.0% |
| 7D | +12.1% | +14.2% | -2.1% | +11.0% |
| 30D | +15.2% | +21.9% | -6.6% | +13.6% |
| 3M | +4.9% | +22.1% | -17.2% | +3.2% |
| 6M | +22.6% | +116.7% | -94.1% | +13.0% |
| YTD | +14.4% | +101.1% | -86.7% | +6.3% |
| 1Y | +39.4% | +208.0% | -168.6% | +23.8% |
| All | +39.4% | +210.1% | -170.7% | +23.8% |
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