+24.2%
GPC vs VSXY
+131.6%
-107.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -0.4% |
| 7D | -1.3% | -1.6% | +0.3% | -1.2% |
| 30D | -6.0% | +17.8% | -23.8% | -7.0% |
| 3M | -7.6% | +12.5% | -20.1% | -8.5% |
| 6M | +24.2% | +124.7% | -100.5% | +17.4% |
| All | +24.2% | +131.6% | -107.4% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling