+10.6%
GPC vs VSXY
+90.2%
-79.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -0.2% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | -6.0% | +17.8% | -23.8% | -7.7% |
| 3M | -7.6% | +12.5% | -20.1% | -9.1% |
| 6M | +24.2% | +124.7% | -100.5% | +12.1% |
| YTD | +2.7% | +93.2% | -90.4% | -6.6% |
| 1Y | +0.2% | +195.6% | -195.5% | -13.7% |
| 3Y | -0.8% | +434.6% | -435.4% | -25.1% |
| 5Y | +4.4% | +103.3% | -98.9% | -12.8% |
| All | +10.6% | +90.2% | -79.6% | -8.6% |
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