-58.4%
GME vs VSXY
+22.6%
-81.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.1% |
| 3M | -4.6% | -4.0% | -0.7% | -5.0% |
| 6M | -13.5% | +67.5% | -81.0% | -31.3% |
| YTD | +5.3% | +39.7% | -34.3% | -12.9% |
| 1Y | -14.9% | +180.0% | -194.9% | -46.7% |
| 3Y | +24.3% | +337.3% | -313.0% | -47.6% |
| All | -58.4% | +22.6% | -81.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling