-57.2%
GME vs VSXY
+37.7%
-94.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.5% | +8.8% | +6.2% |
| 7D | +4.8% | -10.7% | +15.6% | +7.6% |
| 30D | +5.9% | -24.3% | +30.1% | +13.3% |
| 3M | -10.7% | +1.0% | -11.7% | -12.3% |
| 6M | -19.8% | +57.4% | -77.2% | -34.0% |
| YTD | -0.9% | +39.8% | -40.7% | -17.0% |
| 1Y | -15.7% | +196.5% | -212.2% | -46.5% |
| 3Y | +12.3% | +357.2% | -344.9% | -49.4% |
| 5Y | -60.1% | +18.9% | -78.9% | -71.5% |
| All | -57.2% | +37.7% | -94.9% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling