-54.5%
GME vs VSXY
+37.5%
-92.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.9% |
| 7D | +10.4% | +0.1% | +10.3% | +10.2% |
| 30D | +14.1% | -18.7% | +32.8% | +19.8% |
| 3M | -4.6% | -4.0% | -0.7% | -4.9% |
| 6M | -13.5% | +67.5% | -81.0% | -30.2% |
| YTD | +5.3% | +39.7% | -34.3% | -11.8% |
| 1Y | -14.9% | +180.0% | -194.9% | -44.9% |
| 3Y | +24.3% | +337.3% | -313.0% | -42.9% |
| 5Y | -55.6% | +22.7% | -78.2% | -68.3% |
| All | -54.5% | +37.5% | -92.0% | -68.6% |
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 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