-59.4%
GNRC vs VSXY
+33.4%
-92.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -15.8% | -22.1% | +6.2% | -11.9% |
| 3M | -24.0% | -1.1% | -22.9% | -24.5% |
| 6M | -13.8% | +53.8% | -67.6% | -23.3% |
| YTD | +33.2% | +35.5% | -2.3% | +20.7% |
| 1Y | -1.8% | +186.0% | -187.8% | -24.9% |
| 3Y | +57.7% | +343.2% | -285.4% | -2.1% |
| 5Y | -59.7% | +19.0% | -78.8% | -67.4% |
| All | -59.4% | +33.4% | -92.8% | -67.9% |
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