-1.7%
GPC vs VSXY
+335.0%
-336.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.2% |
| 7D | +0.2% | -6.8% | +7.0% | +0.7% |
| 30D | -0.4% | -20.4% | +20.0% | +1.4% |
| 3M | +39.2% | +2.9% | +36.3% | +38.5% |
| 6M | +18.2% | +67.9% | -49.7% | +11.9% |
| YTD | +12.1% | +44.9% | -32.8% | +6.8% |
| 1Y | -0.7% | +205.9% | -206.6% | -12.4% |
| 3Y | -1.7% | +373.9% | -375.5% | -21.4% |
| All | -1.7% | +335.0% | -336.7% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling