+19.8%
GME vs VSXY
+339.2%
-319.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +3.1% |
| 7D | +6.0% | -0.3% | +6.4% | +6.0% |
| 30D | +8.3% | -22.1% | +30.4% | +12.8% |
| 3M | -9.1% | -1.1% | -7.9% | -9.8% |
| 6M | -16.3% | +53.8% | -70.2% | -26.6% |
| YTD | +1.5% | +35.5% | -33.9% | -9.5% |
| 1Y | -16.3% | +186.0% | -202.3% | -40.0% |
| All | +19.8% | +339.2% | -319.4% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling