-58.2%
GNRC vs VSXY
+37.5%
-95.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -15.7% | -18.7% | +2.9% | -12.5% |
| 3M | -27.3% | -4.0% | -23.4% | -27.4% |
| 6M | -12.1% | +67.5% | -79.5% | -23.1% |
| YTD | +37.1% | +39.7% | -2.5% | +23.5% |
| 1Y | -0.5% | +180.0% | -180.4% | -23.4% |
| 3Y | +61.5% | +337.3% | -275.8% | +0.9% |
| 5Y | -58.6% | +22.7% | -81.2% | -66.7% |
| All | -58.2% | +37.5% | -95.7% | -67.2% |
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 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